Stability and approximation of invariant measures of Markov chains in random environments

DOI10.1142/S0219493716500039zbMath1332.60110WikidataQ59139550 ScholiaQ59139550MaRDI QIDQ3465648

Gary Froyland, Cecilia González-Tokman

Publication date: 22 January 2016

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stabilityMarkov chainsapproximationinvariant measuresrandom environments

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Processes in random environments (60K37)

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Cites Work

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• The ergodic theory of Markov chains in random environments
• An Introduction to Banach Space Theory
• Introduction to Dynamical Systems
• RIGOROUS NUMERICAL ESTIMATION OF LYAPUNOV EXPONENTS AND INVARIANT MEASURES OF ITERATED FUNCTION SYSTEMS AND RANDOM MATRIX PRODUCTS
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion