Compressibility and Stochastic Stability of Monotone Markov Chain
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866908927107530752 |
|---|---|
| author | Foss, Sergey Scheutzow, Michael |
| author_facet | Foss, Sergey Scheutzow, Michael |
| contents | For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular, we generalise a basic result by Bhattacharya and Majumdar (2007) where a certain form of mixing, or swap condition was assumed uniformly over the state space. We do not rely on continuity properties of transition probabilities. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_15259 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Compressibility and Stochastic Stability of Monotone Markov Chain Foss, Sergey Scheutzow, Michael Probability 60J05 For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular, we generalise a basic result by Bhattacharya and Majumdar (2007) where a certain form of mixing, or swap condition was assumed uniformly over the state space. We do not rely on continuity properties of transition probabilities. |
| title | Compressibility and Stochastic Stability of Monotone Markov Chain |
| topic | Probability 60J05 |
| url | https://arxiv.org/abs/2403.15259 |