Sensitivity and convergence of uniformly ergodic Markov chains

Journal of Applied Probability

Volumn 42, Issue 4, 2005, Pages 1003-1014

  Mitrophanov, A Yu ^a,b  

^a SARATOV STATE UNIVERSITY   (Russian Federation)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Ergodicity coefficient; Markov chain; Perturbation bound; Rate of convergence; Sensitivity analysis; Uniform ergodicity

Indexed keywords

EID: 27944497396     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1134587812     Document Type: Article

References (30)

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