Estimate of stability of Markov chains derived by coupling methods

MaRDI QIDQ5324972zbMATH OpenFDO

Authors V. V. Golomozyĭ

Publication date 8 August 2009

zbMATH Keywords

Markov chainstabilitycoupling method

Mathematics Subject Classification ID

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

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(9)

• A subgeometric estimate of the stability for time-homogeneous Markov chains
• Maximal coupling procedure and stability of discrete Markov chains. I
• The ODE method for stability of skip-free Markov chains with applications to MCMC
• Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
• scientific article; zbMATH DE number 3886848 (Why is no real title available?)
• An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition
• Maximal coupling procedure and stability of discrete Markov chains. II
• scientific article; zbMATH DE number 3897976 (Why is no real title available?)
• A note on formal constructions of sequential conditional couplings

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