Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
From MaRDI portal
Publication:6153205
DOI10.1007/978-3-031-17820-7_5OpenAlexW4318060166MaRDI QIDQ6153205
Publication date: 16 March 2024
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-031-17820-7_5
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Lundberg-type inequality for an inhomogeneous renewal risk model
- Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
- An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
- A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
- Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings
- Quantitative bounds on convergence of time-inhomogeneous Markov chains
- On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
- On the elementary renewal theorem for non-identically distributed variables
- Maximal coupling and stability of discrete non-homogeneous Markov chains
- Maximal coupling procedure and stability of discrete Markov chains. II
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains
- On the integrability of the coupling moment for time-inhomogeneous Markov chains
- Quantitative Convergence Rates for Subgeometric Markov Chains
- The Impact of Stress Factors on the Price of Widow’s Pensions
- Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
- Markov Chains and Stochastic Stability
- A splitting technique for Harris recurrent Markov chains
- 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
- A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed
- Ergodic Theorems for Infinite Probabilistic Tables
- A Note on some Ergodic Theorems of A. Paz
This page was built for publication: Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains