Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
From MaRDI portal
Publication:2434495
DOI10.1016/j.spa.2013.09.003zbMath1305.60059arXiv1309.2857MaRDI QIDQ2434495
Publication date: 6 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.2857
rate of convergence; Markov chains; quasi-compactness; essential spectral radius; drift condition; \(V\)-geometric ergodicity; truncation of discrete kernels
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
47B07: Linear operators defined by compactness properties
Related Items
A weak perturbation theory for approximations of invariant measures in M/G/1 model, Approximations of geometrically ergodic reversible markov chains, Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations, Unnamed Item, Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains, Robustness of iterated function systems of Lipschitz maps, A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels, Continuous-time block-monotone Markov chains and their block-augmented truncations, Weak stability bounds for approximations of invariant measures with applications to queueing, \(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations, State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution, Spectral Analysis of Markov Kernels and Application to the Convergence Rate Of Discrete Random Walks, Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Invariant densities and escape rates: rigorous and computable approximations in the \(L^{\infty }\)-norm
- Markov chains and stochastic stability
- Augmented truncation approximations of discrete-time Markov chains
- Quasi-invariant measures, escape rates and the effect of the hole
- One-parameter semigroups of positive operators
- Non-negative matrices and Markov chains. 2nd ed
- Computable bounds for geometric convergence rates of Markov chains
- Essential spectral radius for Markov semigroups. I: Discrete time case
- Bounds on regeneration times and convergence rates for Markov chains
- Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Markov chain convergence: From finite to infinite
- Stochastic perturbations of fat solenoidal attractors
- Quasi-compactness and absolutely continuous kernels
- Rigorous numerical investigation of the statistical properties of piecewise expanding maps. A feasibility study
- General Irreducible Markov Chains and Non-Negative Operators
- Rigorous numerical approximation of escape rates
- Stability of statistical properties in two-dimensional piecewise hyperbolic maps
- Subadditive mean ergodic theorems
- Truncation approximations of invariant measures for Markov chains
- A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
- Applied Probability and Queues
- The censored Markov chain and the best augmentation
- Geometric Convergence Rates for Stochastically Ordered Markov Chains
- Regular Perturbation of V-Geometrically Ergodic Markov Chains
- Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
- Sensitivity and convergence of uniformly ergodic Markov chains