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

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

preprint2020arXivOpen access
A. I. ZeifmanY. A. SatinK. M. Kiseleva
math.PR
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Open access3 authors1 topic
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A. I. ZeifmanY. A. SatinK. M. Kiseleva

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