An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition

Golomozyĭ, V.

doi:10.1090/S0094-9000-2014-00917-5

An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition

Author: V. V. Golomozyĭ
Translated by: S. Kvasko
Journal: Theor. Probability and Math. Statist. 88 (2014), 35-49
MSC (2010): Primary 60J45; Secondary 60A05, 60K05
DOI: https://doi.org/10.1090/S0094-9000-2014-00917-5
Published electronically: July 24, 2014
MathSciNet review: 3112633
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Abstract | References | Similar Articles | Additional Information

Abstract: The stability of time inhomogeneous Markov chains is considered under the classical minorization condition. The key tool for the proofs is a modified coupling method for a pair of two (possibly time inhomogeneous) Markov chains.

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