Perturbation Bounds for Markov Chains with General State Space
- Авторлар: Rabta B.1, Aïssani D.1
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Мекемелер:
- “LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour
- Шығарылым: Том 228, № 5 (2018)
- Беттер: 510-521
- Бөлім: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240287
- DOI: https://doi.org/10.1007/s10958-017-3640-9
- ID: 240287
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
B. Rabta
“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour
Хат алмасуға жауапты Автор.
Email: brabta@yahoo.fr
Алжир, Bejaïa
D. Aïssani
“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour
Email: brabta@yahoo.fr
Алжир, Bejaïa
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