On the integrability of the coupling moment for time-inhomogeneous Markov chains
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Cites work
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- scientific article; zbMATH DE number 1025906 (Why is no real title available?)
- scientific article; zbMATH DE number 837692 (Why is no real title available?)
- scientific article; zbMATH DE number 1416816 (Why is no real title available?)
- 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
- Maximal coupling procedure and stability of discrete Markov chains. II
- On coupling of discrete renewal processes
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
Cited in
(18)- Couplings of Markov chains by randomized stopping times. II: Short couplings for 0-recurrent chains and harmonic functions
- Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
- Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
- The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model
- 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
- Exponential moments of simultaneous hitting time for non-atomic Markov chains
- On geometric recurrence for time-inhomogeneous autoregression
- 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
- 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
- An estimate for an expectation of the simultaneous renewal for time-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
- scientific article; zbMATH DE number 3973985 (Why is no real title available?)
- The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
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