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arXiv:1905.10507 [math.PR]AbstractReferencesReviewsResources

On Obtaining Sharp Bounds of the Rate of Convergence for a Class of Continuous-Time Markov Chains

A. I. Zeifman, Y. A. Satin, K. M. Kiseleva

Published 2019-05-25Version 1

We study inhomogeneous continuous-time weakly ergodic Markov chains on a finite state space. We introduce a notion of Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of convergence for this class.

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