Coupling and ergodic theorems for Markov chains with damping component

DOI10.1090/TPMS/1124MaRDI QIDQ3387884zbMATH OpenOpenAlexWikidataFDO

Authors D. S. Silvestrov, Sergei Silvestrov, Benard Abola, Pitos Seleka Biganda, C. Engström, John Magero Mango, Godwin Kakuba

Publication date 8 January 2021

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1124

zbMATH Keywords

couplingdamping componentergodic theoreminformation networkMarkov chainrate of convergenceregular perturbationsingular perturbationtriangular array mode

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Internet topics (68M11) Stochastic network models in operations research (90B15)

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Cited in

(8)

• Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
• Couplings of Markov chains by randomized stopping times. II: Short couplings for 0-recurrent chains and harmonic functions
• Existence of the optimal measurable coupling and ergodicity for Markov processes
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• Generalized couplings and ergodic rates for SPDEs and other Markov models
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