Perturbations of continuous-time Markov chains

Pei Sen Li

doi:10.1016/j.spl.2017.01.018

Perturbations of continuous-time Markov chains

Pei Sen Li

Beijing Normal University

Research output: Contribution to journal › Article › peer-review

Abstract

The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and an integration by parts formula is established for the associated Feller minimal transition functions.

Original language	English
Pages (from-to)	17-24
Number of pages	8
Journal	Statistics and Probability Letters
Volume	125
DOIs	https://doi.org/10.1016/j.spl.2017.01.018
Publication status	Published - 1 Jun 2017
Externally published	Yes

Keywords

Continuous-time Markov chain
Feller minimal transition function
Integration by parts formula
Perturbation
Regularity

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10.1016/j.spl.2017.01.018

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title = "Perturbations of continuous-time Markov chains",

abstract = "The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and an integration by parts formula is established for the associated Feller minimal transition functions.",

keywords = "Continuous-time Markov chain, Feller minimal transition function, Integration by parts formula, Perturbation, Regularity",

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AB - The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and an integration by parts formula is established for the associated Feller minimal transition functions.

KW - Continuous-time Markov chain

KW - Feller minimal transition function

KW - Integration by parts formula

KW - Perturbation

KW - Regularity

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VL - 125

SP - 17

EP - 24

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Perturbations of continuous-time Markov chains

Abstract

Keywords

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