On ergodicity and stability estimates for some nonhomogeneous Markov chains

DOI10.1023/A:1020212119497MaRDI QIDQ1850759zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 8 July 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020212119497

zbMATH Keywords

ergodicitynon-homogeneous Markov chainsrate of convergence

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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.

Recommendations

• Study on the convergence of nonhomogeneous Markov chains with probability distance
• The convergence of nonhomogeneous Markov chains in general state spaces by the coupling method
• scientific article; zbMATH DE number 987375
• On strong ergodicity for nonhomogeneous continuous-time Markov chains
• Geometric ergodicity for classes of homogeneous Markov chains

Cited in

(12)

• A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains
• The convergence of nonhomogeneous Markov chains in general state spaces by the coupling method
• scientific article; zbMATH DE number 4203405 (Why is no real title available?)
• scientific article; zbMATH DE number 7446610 (Why is no real title available?)
• scientific article; zbMATH DE number 3899890 (Why is no real title available?)
• Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. II
• Geometric ergodicity for classes of homogeneous Markov chains
• Exponential ergodicity for single-birth processes
• scientific article; zbMATH DE number 3992573 (Why is no real title available?)
• Stability and exponential convergence of continuous-time Markov chains
• On the ergodicity of some continuous-time Markov processes
• Study on the convergence of nonhomogeneous Markov chains with probability distance

This page was built for publication: On ergodicity and stability estimates for some nonhomogeneous Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1850759)