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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

A subgeometric estimate of the stability for time-homogeneous Markov chains


Author: V. V. Golomozyĭ
Translated by: S. Kvasko
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 81 (2010).
Journal: Theor. Probability and Math. Statist. 81 (2010), 35-50
MSC (2010): Primary 60J05
Published electronically: January 18, 2011
MathSciNet review: 2667308
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Abstract: Estimates for the stability of time-homogeneous Markov chains are obtained with the help of the coupling method. The results are proved for both the uniform metric and $ \Vert\boldsymbol\cdot\Vert _v$.


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Additional Information

V. V. Golomozyĭ
Affiliation: Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 2, Kiev 03127, Ukraine
Email: mailtower@gmail.com

DOI: http://dx.doi.org/10.1090/S0094-9000-2010-00808-8
PII: S 0094-9000(2010)00808-8
Keywords: Markov chain, coupling method, stability
Received by editor(s): November 13, 2009
Published electronically: January 18, 2011
Article copyright: © Copyright 2010 American Mathematical Society