| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548299 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
An approach is proposed to the construction of general lower bounds for the rate of convergence of probability characteristics of continuous-time inhomogeneous Markov chains with a finite state space in terms of special “weighted” norms related to total variation. We study the sharpness of these bounds for finite birth-death-catastrophes process and for a Markov chain with large output intensity from a state.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A.I. Zeifman, V.Yu. Korolev, Ya.A. Satin, K.M. Kiseleva,