Maximal coupling procedure and stability of discrete Markov chains. I

DOI10.1090/S0094-9000-2013-00891-6zbMath1322.60149OpenAlexW1974786479MaRDI QIDQ2922891

N. V. Kartashov, Vitaliy Golomoziy

Publication date: 15 October 2014

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

Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00891-6

zbMATH Keywords

stabilitydiscrete Markov chainsmaximal coupling

Mathematics Subject Classification ID

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

Related Items (13)

Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base ⋮ Exponential moments of simultaneous hitting time for non-atomic Markov chains ⋮ An inequality for the coupling moment in the case of two inhomogeneous 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 ⋮ Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains ⋮ Perturbation theory for Markov chains via Wasserstein distance ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ Maximal coupling and stability of discrete non-homogeneous Markov chains ⋮ Impact of the stress factor on the price of widow’s pensions. Proofs ⋮ Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization ⋮ Properties of the stochastic ordering for discrete distributions and their applications to the renewal sequence generated by a nonhomogeneous Markov chain ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

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