Perturbation Bounds for Markov Chains with General State Space

Perturbation Bounds for Markov Chains with General State Space

The aim of this paper is to investigate the stability of Markov chains with general state space. We present new conditions for the strong stability of Markov chains after a small perturbation of their transition kernels. Also, we obtain perturbation bounds with respect to different quantities.

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2018-02, Vol.228 (5), p.510-521
Hauptverfasser: Rabta, B., Aïssani, D.
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
DISTURBANCES
KERNELS
Markov analysis
Markov chains
MARKOV PROCESS
Markov processes
MATHEMATICAL METHODS AND COMPUTING
MATHEMATICAL SPACE
Mathematics
Mathematics and Statistics
Perturbation
STABILITY
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Zusammenfassung:The aim of this paper is to investigate the stability of Markov chains with general state space. We present new conditions for the strong stability of Markov chains after a small perturbation of their transition kernels. Also, we obtain perturbation bounds with respect to different quantities.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-017-3640-9