Locally contracting iterated functions and stability of Markov chains (Q2748442)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Locally contracting iterated functions and stability of Markov chains |
scientific article; zbMATH DE number 1659445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally contracting iterated functions and stability of Markov chains |
scientific article; zbMATH DE number 1659445 |
Statements
Locally contracting iterated functions and stability of Markov chains (English)
0 references
14 October 2001
0 references
Markov chain
0 references
iterated function
0 references
geometric convergence
0 references
stochastic monotonicity
0 references
rates of convergence
0 references
0.8995966
0 references
0.88983655
0 references
0.8884343
0 references
0.8825684
0 references
0.88014627
0 references
The authors consider Markov chains in the context of iterated randoms and show the existence and uniqueness of an invariant distribution under a local contraction condition combined with a drift condition, extending results of Diaconis and Freedman. From these the authors deduce various other topological stability properties of the chains.
0 references
