Perturbation Bounds for Markov Chains with General State Space


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Abstract

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.

About the authors

B. Rabta

“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour

Author for correspondence.
Email: brabta@yahoo.fr
Algeria, Bejaïa

D. Aïssani

“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour

Email: brabta@yahoo.fr
Algeria, Bejaïa

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