Strong ergodicity for continuous-time Markov chains
- 1 December 1978
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 15 (4) , 699-706
- https://doi.org/10.2307/3213427
Abstract
The concept of strong ergodicity for discrete-time homogeneous Markov chains has been characterized in several ways (Dobrushin (1956), Lin (1975), Isaacson and Tweedie (1978)). In this paper the characterization using mean visit times (Huang and Isaacson (1977)) is extended to continuous-time Markov chains. From this it follows that for a certain subclass of continuous-time Markov chains, X(t), is strongly ergodic if and only if the associated embedded chain is Cesaro strongly ergodic.Keywords
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