2020
DOI: 10.1016/j.spl.2020.108730
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On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains

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

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