On ergodicity and stability estimates for some nonhomogeneous Markov chains
As an extension of one of the authors (A. I. Zeifman) previous works on the study of ergodic convergence rates for time-homogeneous Markov chains, this paper deals with the non-homogeneous case. The tool used here is the differential equation in the Banach space \(l_1 (d)\) with weight function \(d\) on the nonnegative integers. We remark that the convergence is indeed in the Wasserstein distance. Moreover, the coupling methods developed by the reviewer are well suitable for the non-homogeneous situation since the coupling methods are more or less the same for the non-homogeneous case as the homogeneous one.
scientific article; zbMATH DE number 1848088