Abstract
Abstract In this paper, we investigate the stability of functionals and trajectories of two different, independent, time-inhomogeneous, discrete-time Markov chains on a general state space. We obtain various stability estimates such as an estimate for a difference in expectations of functionals, L 2 {L_{2}} stability, and a probability of large deviations. The key condition that is used is the minorization condition on the whole space. We consider different limitations on the functional and on the proximity of two chains. We use the coupling method as a primary technique in our proofs.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.