V-geometrical ergodicity of Markov kernels via finite-rank approximations
From MaRDI portal
Publication:2183122
Recommendations
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
- Approximations of geometrically ergodic reversible Markov chains
- Regular Perturbation of V-Geometrically Ergodic Markov Chains
- Subgeometric ergodicity of Markov chains
- State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution
Cites work
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
- Approximation of sojourn-times via maximal couplings: motif frequency distributions
- Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products
- Banach lattices
- Computable bounds for geometric convergence rates of Markov chains
- General Irreducible Markov Chains and Non-Negative Operators
- scientific article; zbMATH DE number 3046902 (Why is no real title available?)
- Markov Chains
- Markov chains and stochastic stability
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
Cited in
(5)- Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
- Regular Perturbation of V-Geometrically Ergodic Markov Chains
- Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
- Polynomial convergence rates for Markov kernels under nested modulated drift conditions
This page was built for publication: \(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2183122)