Jozef L. Teugels
Abstract
A general proposition is proved stating that the exponential ergodicity of a stationary Markov chain is preserved for derived Markov chains as defined by Cohen [2], [3]. An application to a certain type of continuous time Markov chains is included.
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A general proposition is proved stating that the exponential ergodicity of a stationary Markov chain is preserved for derived Markov chains as defined by Cohen [2], [3]. An application to a certain type of continuous time Markov chains is included.
Key concepts: Markov chain, Mathematics, Ergodicity, Examples of Markov chains, Markov chain mixing time, Markov renewal process, Balance equation, Variable-order Markov model