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Volumn 38, Issue 2, 2001, Pages 494-507

Locally contracting iterated functions and stability of Markov chains

Author keywords

Geometric convergence; Iterated functions; Markov chains; Rates of convergence; Stochastic monotonicity

Indexed keywords


EID: 0035620767     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/996986758     Document Type: Article
Times cited : (43)

References (14)
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  • 2
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  • 5
    • 0030086282 scopus 로고    scopus 로고
    • Geometric convergence rates for stochastically ordered Markov chains
    • LUND, R. B. AND TWEEDIE, R. L. (1996). Geometric convergence rates for stochastically ordered Markov chains. Math. Operat. Res. 20, 182-194.
    • (1996) Math. Operat. Res. , vol.20 , pp. 182-194
    • Lund, R.B.1    Tweedie, R.L.2
  • 6
    • 0041568344 scopus 로고
    • The Doeblin decomposition
    • Doeblin and Modern Probability ed. H. Cohn. American Mathematical Society, Providence, RI
    • MEYN, S. P. AND TWEEDIE, R. L. (1993). The Doeblin decomposition. In Doeblin and Modern Probability (Contemp. Math. 149), ed. H. Cohn. American Mathematical Society, Providence, RI, pp. 211-225.
    • (1993) Contemp. Math. , vol.149 , pp. 211-225
    • Meyn, S.P.1    Tweedie, R.L.2
  • 8
    • 0000099991 scopus 로고
    • Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
    • NUMMELIN, E. AND TUOMINEN, P. (1982). Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory. Stoch. Proc. Appl. 12, 187-202.
    • (1982) Stoch. Proc. Appl. , vol.12 , pp. 187-202
    • Nummelin, E.1    Tuominen, P.2
  • 9
    • 0013091695 scopus 로고    scopus 로고
    • Shift-coupling and convergence rates of ergodic averages
    • ROBERTS, G. O. AND ROSENTHAL, J. S. (1997). Shift-coupling and convergence rates of ergodic averages. Stoch. Models 13, 147-165.
    • (1997) Stoch. Models , vol.13 , pp. 147-165
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 10
    • 0001514831 scopus 로고    scopus 로고
    • Bounds on regeneration times and convergence rates for Markov chains
    • ROBERTS, G. O. AND TWEEDIE, R. L. (1999). Bounds on regeneration times and convergence rates for Markov chains. Stoch. Proc. Appl. 80, 211-229.
    • (1999) Stoch. Proc. Appl. , vol.80 , pp. 211-229
    • Roberts, G.O.1    Tweedie, R.L.2
  • 11
    • 0034196166 scopus 로고    scopus 로고
    • Rates of convergence of stochastically monotone stochastic processes
    • ROBERTS, G. O. AND TWEEDIE, R. L. (2000). Rates of convergence of stochastically monotone stochastic processes. J. Appl. Prob. 37, 359-373.
    • (2000) J. Appl. Prob. , vol.37 , pp. 359-373
    • Roberts, G.O.1    Tweedie, R.L.2
  • 12
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    • Locally contractive iterated function systems
    • STEINSALTZ, D. (1999). Locally contractive iterated function systems. Ann. Prob. 27, 1952-1979.
    • (1999) Ann. Prob. , vol.27 , pp. 1952-1979
    • Steinsaltz, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.