Sensitivity and convergence of uniformly ergodic Markov chains

DOI10.1239/jap/1134587812zbMath1092.60027OpenAlexW2151299863MaRDI QIDQ5476144

Publication date: 29 June 2006

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

Full work available at URL: https://doi.org/10.1239/jap/1134587812

zbMATH Keywords

rate of convergence sensitivity analysis perturbation bound uniform ergodicity ergodicity coefficient

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35)

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