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Regular perturbation of V -geometrically ergodic Markov chains
Regular perturbation V -geometrically ergodic Markov chains Probability
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2012/6/21
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller ...
Commuting time geometry of ergodic Markov chains
Commuting time geometry ergodic Markov chains Probability
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2011/9/5
Abstract: We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of ...
A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension $d\geq3$ and Centered Case
Markov chains renewal theorem spectral method
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2010/12/14
In dimension d ≥ 3, we present a general assumption under which the renewal theorem established by Spitzer [23] for i.i.d. sequences of centered nonlattice r.v. holds true. Next we appeal to an operat...