On the integrability of the coupling moment for time-inhomogeneous Markov chains
From MaRDI portal
Publication:2944747
DOI10.1090/S0094-9000-2015-00930-3zbMATH Open1322.60147MaRDI QIDQ2944747FDOQ2944747
Authors: V. V. Golomozyĭ, M. V. Kartashov 
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Recommendations
- An inequality for the coupling moment in the case of two inhomogeneous 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
- Coupling and mixing times in a Markov chain
- The fundamental coupling theorem for inhomogeneous Markov processes
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Maximal coupling procedure and stability of discrete Markov chains. II
- A subgeometric estimate of the stability for time-homogeneous Markov chains
- Title not available (Why is that?)
- On coupling of discrete renewal processes
- Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis
Cited In (18)
- Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
- Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
- Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
- On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
- The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model
- The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
- Maximal coupling and stability of discrete non-homogeneous Markov chains
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains
- The impact of stress factors on the price of widow's pensions
- Properties of the stochastic ordering for discrete distributions and their applications to the renewal sequence generated by a nonhomogeneous Markov chain
- 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
- 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
- An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
- On geometric recurrence for time-inhomogeneous autoregression
- Title not available (Why is that?)
- Couplings of Markov chains by randomized stopping times. II: Short couplings for 0-recurrent chains and harmonic functions
This page was built for publication: On the integrability of the coupling moment for time-inhomogeneous Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2944747)
