Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
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Cites work
- scientific article; zbMATH DE number 3858118 (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?)
- scientific article; zbMATH DE number 3035137 (Why is no real title available?)
- A Lundberg-type inequality for an inhomogeneous renewal risk model
- A Note on some Ergodic Theorems of A. Paz
- A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed
- A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
- A splitting technique for Harris recurrent Markov chains
- 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
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains
- Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
- Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings
- Ergodic Theorems for Infinite Probabilistic Tables
- Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
- Markov Chains
- Markov Chains and Stochastic Stability
- Maximal coupling and stability of discrete non-homogeneous Markov chains
- Maximal coupling procedure and stability of discrete Markov chains. II
- On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
- On the elementary renewal theorem for non-identically distributed variables
- On the integrability of the coupling moment for time-inhomogeneous Markov chains
- Quantitative bounds on convergence of time-inhomogeneous Markov chains
- Quantitative convergence rates for subgeometric Markov chains
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