communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time Markov chain, we derive perturbation bounds in terms of the ergodicity coefficient of the transition probability matrix. Our perturbation bounds improve upon the known results. We give sensitivity bounds for the coefficient of ergodicity, providing a sufficient condition for the uniqueness of the stationary distribution of the perturbed Markov chain. These results are used to obtain estimates of the speed of convergence for singularly perturbed Markov chains. 1
AbstractThis paper develops exponential type upper bounds for scaled occupation measures of singular...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
In this paper, we consider the question of which convergence properties of Markov chains are preserv...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
AbstractThis paper is devoted to perturbation analysis of denumerable Markov chains. Bounds are prov...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
AbstractThe purpose of this paper is to review and compare the existing perturbation bounds for the ...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
The discrete and continuous parameter forms of the mean ergodic theorem conclude that as N --> [infi...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
AbstractA necessary and sufficient condition for a finite ergodic homogeneous Markov chain to conver...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
AbstractThis paper develops exponential type upper bounds for scaled occupation measures of singular...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
In this paper, we consider the question of which convergence properties of Markov chains are preserv...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
AbstractThis paper is devoted to perturbation analysis of denumerable Markov chains. Bounds are prov...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
AbstractThe purpose of this paper is to review and compare the existing perturbation bounds for the ...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
The discrete and continuous parameter forms of the mean ergodic theorem conclude that as N --> [infi...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
AbstractA necessary and sufficient condition for a finite ergodic homogeneous Markov chain to conver...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
AbstractThis paper develops exponential type upper bounds for scaled occupation measures of singular...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...