Perturbation Bounds for Markov Chains with General State Space
- 作者: Rabta B.1, Aïssani D.1
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隶属关系:
- “LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour
- 期: 卷 228, 编号 5 (2018)
- 页面: 510-521
- 栏目: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/240287
- DOI: https://doi.org/10.1007/s10958-017-3640-9
- ID: 240287
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详细
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.
作者简介
B. Rabta
“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour
编辑信件的主要联系方式.
Email: brabta@yahoo.fr
阿尔及利亚, Bejaïa
D. Aïssani
“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour
Email: brabta@yahoo.fr
阿尔及利亚, Bejaïa
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