An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition

DOI10.1090/S0094-9000-2014-00917-5zbMath1329.60254OpenAlexW2037342807MaRDI QIDQ2923398

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/s0094-9000-2014-00917-5

zbMATH Keywords

discrete Markov chainsminorization conditionstability of distributionscoupling theory

Mathematics Subject Classification ID

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

Related Items (3)

An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ 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

Cites Work

• Markov chains and stochastic stability
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• A refinement of the coupling method in renewal theory
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Quantitative bounds on convergence of time-inhomogeneous Markov chains
• Polynomial convergence rates of Markov chains
• Perfect sampling of ergodic Harris chains
• Practical drift conditions for subgeometric rates of convergence.
• Computable convergence rates for sub-geometric ergodic Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• A subgeometric estimate of the stability for time-homogeneous Markov chains
• Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis
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