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On certain aspects of non-homogeneous Markov systems in continuous time

Published online by Cambridge University Press:  14 July 2016

Ioannis I. Gerontidis*
Affiliation:
University of Thessaloniki
*
Postal address: Mathematics Department, University of Thessaloniki, 54006 Thessaloniki, Greece.

Abstract

In the present paper we study three aspects in the theory of non-homogeneous Markov systems under the continuous-time formulation. Firstly, the relationship between stability and quasi-stationarity is investigated and conditions are provided for a quasi-stationary structure to be stable. Secondly, the concept of asymptotic attainability is studied and the possible regions of asymptotically attainable structures are determined. Finally, the cyclic case is considered, where it is shown that for a system in a periodic environment, the relative structure converges to a periodic vector, independently of the initial distribution. Two numerical examples illustrate the above theoretical results.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1990 

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