Ergodicity of inhomogeneous Markov chains through asymptotic pseudotrajectories

DOI10.1214/17-AAP1275zbMath1379.60077arXiv1601.06266OpenAlexW2272256235MaRDI QIDQ1688025

Bertrand Cloez, Michel Benaïm, Florian Bouguet

Publication date: 4 January 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.06266

zbMATH Keywords

Markov processMarkov chainrandom walkasymptotic pseudotrajectorybandit algorithmdecreasing step Euler schemequantitative ergodicity

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10)

Related Items (6)

Regularity and stability for the semigroup of jump diffusions with state-dependent intensity ⋮ Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity ⋮ Fluctuations of the empirical measure of freezing Markov chains ⋮ The coin-turning walk and its scaling limit ⋮ Conservative random walk

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