LIN Na, LIU Yuanyuan. On Algebraic and Exponential Transience for Continuous-Time Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(4): 546-562. DOI: 10.3969/j.issn.1001-4268.2022.04.005
Citation: LIN Na, LIU Yuanyuan. On Algebraic and Exponential Transience for Continuous-Time Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(4): 546-562. DOI: 10.3969/j.issn.1001-4268.2022.04.005

On Algebraic and Exponential Transience for Continuous-Time Markov Chains

  • In this paper, we investigate algebraic and exponential transience for continuous-time Markov chains (CTMCs). Equivalent relations of these transience are revealed between CTMCs and their jump chains and dual processes. The results are further applied to derive the criteria of these transience for general CTMCs, generalized Markov branching processes and birth-death processes.
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