Approximating Markov chains andV-geometric ergodicity via weak perturbation theory
نویسندگان
چکیده
منابع مشابه
Approximating Markov chains and V -geometric ergodicity via weak perturbation theory
Let P be a Markov kernel on a measurable space X and let V : X→[1,+∞). This paper provides explicit connections between the V -geometric ergodicity of P and that of finite-rank nonnegative sub-Markov kernels P̂k approximating P . A special attention is paid to obtain an efficient way to specify the convergence rate for P from that of P̂k and conversely. Furthermore, explicit bounds are obtained f...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2014
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.09.003