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Title: Perturbation Bounds for Markov Chains with General State Space

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.

Authors:
;  [1]
  1. University of Bejaïa, Targa Ouzemmour, “LAMOS,” Laboratory of Modelling and Optimization of Systems (Algeria)
Publication Date:
OSTI Identifier:
22771594
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 228; Journal Issue: 5; Conference: International seminar on stability problems for stochastic models, Zakopane (Poland), 31 May - 5 Jun 2009; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; DISTURBANCES; KERNELS; MARKOV PROCESS; MATHEMATICAL SPACE; STABILITY

Citation Formats

Rabta, B., E-mail: brabta@yahoo.fr, and Aïssani, D., E-mail: lamos-bejaia@hotmail.com. Perturbation Bounds for Markov Chains with General State Space. United States: N. p., 2018. Web. doi:10.1007/S10958-017-3640-9.
Rabta, B., E-mail: brabta@yahoo.fr, & Aïssani, D., E-mail: lamos-bejaia@hotmail.com. Perturbation Bounds for Markov Chains with General State Space. United States. doi:10.1007/S10958-017-3640-9.
Rabta, B., E-mail: brabta@yahoo.fr, and Aïssani, D., E-mail: lamos-bejaia@hotmail.com. Thu . "Perturbation Bounds for Markov Chains with General State Space". United States. doi:10.1007/S10958-017-3640-9.
@article{osti_22771594,
title = {Perturbation Bounds for Markov Chains with General State Space},
author = {Rabta, B., E-mail: brabta@yahoo.fr and Aïssani, D., E-mail: lamos-bejaia@hotmail.com},
abstractNote = {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.},
doi = {10.1007/S10958-017-3640-9},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 5,
volume = 228,
place = {United States},
year = {2018},
month = {2}
}