A subgeometric estimate of the stability for time-homogeneous Markov chains
From MaRDI portal
Publication:5391422
DOI10.1090/S0094-9000-2010-00808-8zbMath1224.60030OpenAlexW2056513323MaRDI QIDQ5391422
Publication date: 6 April 2011
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2010-00808-8
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)
Related Items (15)
Maximal coupling procedure and stability of discrete Markov chains. I ⋮ Maximal coupling procedure and stability of discrete Markov chains. II ⋮ An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition ⋮ Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ An inequality for the coupling moment in the case of two inhomogeneous Markov chains ⋮ On the integrability of the coupling moment for time-inhomogeneous Markov chains ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ 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 ⋮ Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ Maximal coupling and stability of discrete non-homogeneous Markov chains ⋮ Impact of the stress factor on the price of widow’s pensions. Proofs ⋮ Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
This page was built for publication: A subgeometric estimate of the stability for time-homogeneous Markov chains