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
DOI:
https://doi.org/10.1090/S0094-9000-2010-00808-8
Published electronically:
January 18, 2011
MathSciNet review:
2667308
Full-text PDF
Abstract | References | Similar Articles | Additional Information
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 
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- 4. R. Douc, E. Moulines, and Jeffrey S. Rosenthal, Quantitative bounds on convergence of time-inhomogeneous Markov chains, Ann. Appl. Probab. 14 (2004), no. 4, 1643–1665. MR 2099647, https://doi.org/10.1214/105051604000000620
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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:
https://doi.org/10.1090/S0094-9000-2010-00808-8
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
