On ergodicity and stability estimates for some nonhomogeneous Markov chains
type: Item
instance of: scholarly article
title: On ergodicity and stability estimates for some nonhomogeneous Markov chains
zbMATH Open document ID: 1015.60065
DOI: 10.1023/A:1020212119497
author: Yanyan Li
published in: Journal of Mathematical Sciences (New York)
publication date: 2003-07-08T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 1848088
zbMATH Keywords: ergodicity
zbMATH Keywords: non-homogeneous Markov chains
zbMATH Keywords: rate of convergence
reviewed by: Mu-Fa Chen
MaRDI profile type: Publication
full work available at URL: a:1020212119497
OpenAlex ID: W8798389
description: scientific article; zbMATH DE number 1848088