Regular Perturbation of V-Geometrically Ergodic Markov Chains

DOI10.1239/jap/1363784432zbMath1276.60075arXiv1206.1137OpenAlexW2963867712MaRDI QIDQ4918571

Loïc Hervé, Déborah Ferré, James Ledoux

Publication date: 25 April 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1137

zbMATH Keywords

invariant measureautoregressive modeltransition kernel\(V\)-geometrical ergodicity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Ergodic theory of linear operators (47A35) Applications of operator theory in probability theory and statistics (47N30)

Related Items (16)

Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains ⋮ Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels ⋮ Stability of noisy Metropolis-Hastings ⋮ Robustness of iterated function systems of Lipschitz maps ⋮ Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications ⋮ A perturbation analysis of Markov chains models with time-varying parameters ⋮ Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory ⋮ Perturbation theory for Markov chains via Wasserstein distance ⋮ State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution ⋮ Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮ A weak perturbation theory for approximations of invariant measures in M/G/1 model ⋮ Perturbation bounds for Monte Carlo within metropolis via restricted approximations ⋮ A Mathematical Framework for Exact Milestoning ⋮ Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities ⋮ Local stationarity and time-inhomogeneous Markov chains ⋮ Approximations of geometrically ergodic reversible markov chains

Cites Work

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