On the integrability of the coupling moment for time-inhomogeneous Markov chains

DOI10.1090/S0094-9000-2015-00930-3zbMath1322.60147MaRDI QIDQ2944747

N. V. Kartashov, Vitaliy Golomoziy

Publication date: 8 September 2015

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

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 (13)

The Impact of Stress Factors on the Price of Widow’s Pensions ⋮ 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 inequality for the coupling moment in the case of two inhomogeneous 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 ⋮ 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 ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

Cites Work

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• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• Maximal coupling procedure and stability of discrete Markov chains. II
• On coupling of discrete renewal processes
• 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

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