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Rate of Convergence and Periodicity of the Expected Population Structure of Markov Systems that Live in a General State Space

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  • P. -C. G. Vassiliou

    (Department of Statistical Science, University College London, Gower st, London WC1E 6BT, UK)

Abstract

In this article we study the asymptotic behaviour of the expected population structure of a Markov system that lives in a general state space (MSGS) and its rate of convergence. We continue with the study of the asymptotic periodicity of the expected population structure. We conclude with the study of total variability from the invariant measure in the periodic case for the expected population structure of an MSGS.

Suggested Citation

  • P. -C. G. Vassiliou, 2020. "Rate of Convergence and Periodicity of the Expected Population Structure of Markov Systems that Live in a General State Space," Mathematics, MDPI, vol. 8(6), pages 1-23, June.
    • Handle: RePEc:gam:jmathe:v:8:y:2020:i:6:p:1021-:d:374844
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    References listed on IDEAS

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    2. P.-C. G. Vassiliou, 2020. "Laws of Large Numbers for Non-Homogeneous Markov Systems," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1631-1658, December.
    3. P.‐C. G. Vassiliou, 1997. "The evolution of the theory of non‐homogeneous Markov systems," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 13(3‐4), pages 159-176, September.
    4. S McClean & P Millard, 2007. "Where to treat the older patient? Can Markov models help us better understand the relationship between hospital and community care?," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(2), pages 255-261, February.
    5. Tweedie, Richard L., 1975. "Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space," Stochastic Processes and their Applications, Elsevier, vol. 3(4), pages 385-403, October.
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