Regeneration and general Markov chains

Vladimir V. Kalashnikov

International Journal of Stochastic Analysis, 1994, vol. 7, 1-15

Abstract:

Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics), deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:805748

DOI: 10.1155/S1048953394000304

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