On Stein's method for stochastically monotone single-birth chains

DOI10.1016/J.SPL.2023.109993arXiv2207.00376OpenAlexW4388948891MaRDI QIDQ6152250FDOQ6152250

Authors: Fraser Daly 

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's equation for such a process. Applications include rates of convergence to stationarity, and bounding the total variation distance between the stationary distributions of two Markov chains in the case where one transition matrix dominates the other.

Full work available at URL: https://arxiv.org/abs/2207.00376

zbMATH Keywords

Stein's methodtotal variation distancePoisson's equationstochastic monotonicitysingle-birth Markov chain

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Fundamentals of Stein's method
• Title not available (Why is that?)
• Geometric Convergence Rates for Stochastically Ordered Markov Chains
• Augmented truncation approximations of discrete-time Markov chains
• Truncation approximations of invariant measures for Markov chains
• Stochastically monotone Markov Chains
• Stein's method and birth-death processes
• Stein's method for stationary distributions of Markov chains and application to Ising models
• Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs
• Stein's method and stochastic orderings
• Poisson's equation for discrete-time single-birth processes
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method

This page was built for publication: On Stein's method for stochastically monotone single-birth chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152250)