Maximal coupling and stability of discrete non-homogeneous Markov chains

DOI10.1090/tpms/963zbMath1333.60160OpenAlexW4234566380MaRDI QIDQ2786937

Vitaliy Golomoziy, N. V. Kartashov

Publication date: 24 February 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/963

zbMATH Keywords

stabilitymaximal couplingdiscrete non-homogeneous Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Renewal theory (60K05)

Related Items (8)

Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ Exponential moments of simultaneous hitting time for non-atomic Markov chains ⋮ An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists ⋮ On geometric recurrence for time-inhomogeneous autoregression ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains ⋮ Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization

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