Coefficients of ergodicity for Markov chains with uncertain parameters

DOI10.1007/s00184-011-0378-0zbMath1272.60052OpenAlexW2148260836MaRDI QIDQ1938879

Damjan Škulj, Robert Hable

Publication date: 25 February 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0378-0

zbMATH Keywords

Hausdorff metricMarkov chaincoefficient of ergodicityimprecise Markov chainlower expectationupper expectationconvergence of Markov chainsuniform coefficient of ergodicityweak coefficient of ergodicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Uses Software

• imprProbEst

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