Locally contracting iterated functions and stability of Markov chains

DOI10.1239/jap/996986758zbMath0996.60081OpenAlexW2159647138MaRDI QIDQ2748442

Richard L. Tweedie, Søren Fiig Jarner

Publication date: 14 October 2001

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

Full work available at URL: https://doi.org/10.1239/jap/996986758

zbMATH Keywords

Markov chainrates of convergencegeometric convergencestochastic monotonicityiterated function

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

A survey of average contractive iterated function systems ⋮ Dynamics on Linear Influence Network Games Under Stochastic Environments ⋮ Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions ⋮ Limit theorems for iterated random functions ⋮ Feller processes on nonlocally compact spaces ⋮ WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ Contracting on average iterated function systems by metric change ⋮ Unnamed Item ⋮ A note on iterated function systems with discontinuous probabilities ⋮ Asymptotic spectral theory for nonlinear time series ⋮ An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems ⋮ One-shot coupling for certain stochastic recursive sequences. ⋮ Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models ⋮ Nonautonomous stochastic search for global minimum in continuous optimization ⋮ Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective ⋮ Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm ⋮ A unified stability theory for classical and monotone Markov chains ⋮ Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces ⋮ Markov chain simulation for multilevel Monte Carlo ⋮ Wasserstein-based methods for convergence complexity analysis of MCMC with applications

This page was built for publication: Locally contracting iterated functions and stability of Markov chains