Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization

DOI10.1090/TPMS/1113zbMath1455.60119OpenAlexW3119096101MaRDI QIDQ3386931

Vitaliy Golomoziy

Publication date: 8 January 2021

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

Full work available at URL: https://doi.org/10.1090/tpms/1113

zbMATH Keywords

coupling methodnon-homogeneous Markov chainsminorization in whole spacestability of transition probabilities

Mathematics Subject Classification ID

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

Related Items (3)

Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ Exponential moments of simultaneous hitting time for non-atomic Markov chains ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains

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