On Existence of Limiting Distribution for Time-Nonhomogeneous Countable Markov Process
نویسندگان
چکیده
منابع مشابه
On Existence of Limiting Distribution for Time-Nonhomogeneous Countable Markov Process
In this paper, sufficient conditions are given for the existence of limiting distribution of a nonhomogeneous countable Markov chain with time-dependent transition intensity matrix. The method of proof exploits the fact that if the distribution of random process Q = (Qt )t 0 is absolutely continuous with respect to the distribution of ergodic random process Q◦ = (Q◦t )t 0, then Qt law −→ t→∞ wh...
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ژورنال
عنوان ژورنال: Queueing Systems
سال: 2004
ISSN: 0257-0130
DOI: 10.1023/b:ques.0000027990.74497.b2