Abstract <p>We describe the main approach used to study the stability and obtain corresponding quantitative perturbation bounds for (inhomogeneous) continuous-time Markov chains with finite or countable state spaces. This approach enables us to obtain the most accurate perturbation bounds for various classes of Markov chains, particularly for inhomogeneous birth and death processes.</p>

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Some Perturbation Bounds for Continuous-Time Markov Chains

  • A. I. Zeifman,
  • Ya. A. Satin

摘要

Abstract

We describe the main approach used to study the stability and obtain corresponding quantitative perturbation bounds for (inhomogeneous) continuous-time Markov chains with finite or countable state spaces. This approach enables us to obtain the most accurate perturbation bounds for various classes of Markov chains, particularly for inhomogeneous birth and death processes.