An inequality for the coupling moment in the case of two inhomogeneous Markov chains

DOI10.1090/tpms/948zbMath1322.60148OpenAlexW1409018500MaRDI QIDQ2944731

Vitaliy Golomoziy

Publication date: 8 September 2015

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

Full work available at URL: https://doi.org/10.1090/tpms/948

zbMATH Keywords

discrete Markov chainsmaximal couplingstability of distributionscoupling moment

Mathematics Subject Classification ID

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

Related Items (9)

Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ Exponential moments of simultaneous hitting time for non-atomic Markov chains ⋮ An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists ⋮ On geometric recurrence for time-inhomogeneous autoregression ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains ⋮ Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ Maximal coupling and stability of discrete non-homogeneous Markov chains ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

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