An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition

DOI10.1090/S0094-9000-2014-00917-5MaRDI QIDQ2923398zbMATH OpenOpenAlexFDO

Authors V. V. Golomozyĭ

Publication date 15 October 2014

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

Full work available at URL https://doi.org/10.1090/s0094-9000-2014-00917-5

zbMATH Keywords

discrete Markov chainsminorization conditionstability of distributionscoupling theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Renewal theory (60K05)

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• A refinement of the coupling method in renewal theory
• A subgeometric estimate of the stability for time-homogeneous Markov chains
• Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis
• Computable convergence rates for sub-geometric ergodic Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Markov chains and stochastic stability
• Perfect sampling of ergodic Harris chains
• Polynomial convergence rates of Markov chains
• Practical drift conditions for subgeometric rates of convergence.
• Quantitative bounds on convergence of time-inhomogeneous Markov chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes

Cited in

(9)

• Stability of functionals of perturbed Markov chains under the condition of uniform minorization
• Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
• Properties of the stochastic ordering for discrete distributions and their applications to the renewal sequence generated by a nonhomogeneous Markov chain
• Estimate of stability of Markov chains derived by coupling methods
• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
• Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
• An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
• Merging and stability for time inhomogeneous finite Markov chains
• Merging for time inhomogeneous finite Markov chains. I: Singular values and stability

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