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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2020, Volume 490, Pages 16–19
(Mi danma25)
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This article is cited in 5 scientific papers (total in 5 papers)
MATHEMATICS
On convergence rates for homogeneous Markov chains
A. Yu. Veretennikovabc, M. A. Veretennikovab a University of Leeds, Leeds, United Kingdom
b National Research University Higher School of Economics, Moscow, Russian Federation
c Institute for Information Transmission Problems, Moscow, Russian Federation
Abstract:
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of comparison with classical rate bounds are provided.
Keywords:
Markov chains, ergodicity, convergence rate.
Citation:
A. Yu. Veretennikov, M. A. Veretennikova, “On convergence rates for homogeneous Markov chains”, Dokl. RAN. Math. Inf. Proc. Upr., 490 (2020), 16–19; Dokl. Math., 101:1 (2020), 12–15
Linking options:
https://www.mathnet.ru/eng/danma25 https://www.mathnet.ru/eng/danma/v490/p16
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Abstract page: | 104 | Full-text PDF : | 56 | References: | 23 |
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