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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2020, Volume 490, Pages 16–19 (Mi danma25)  

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
Full-text PDF (146 kB) Citations (5)
References:
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.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation
Russian Science Foundation 17–11–01098
The research of the first author (Sections 1 and 2, except for Theorem 1 and Remark 2) was supported by the Russian Academic Excellence Project “5-100”, while Theorem 1 and Remark 2 were obtained under the support of the Russian Science Foundation (project no. 17-11-01098). The research of the second author (Section 3) was supported by the Russian Science Foundation, project no. 17-11-01098.
Presented: A. N. Shiryaev
Received: 01.07.2019
Revised: 01.07.2019
Accepted: 31.10.2019
English version:
Doklady Mathematics, 2020, Volume 101, Issue 1, Pages 12–15
DOI: https://doi.org/10.1134/S1064562420010081
Bibliographic databases:
Document Type: Article
UDC: 519.217
Language: Russian
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
Citation in format AMSBIB
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\by A.~Yu.~Veretennikov, M.~A.~Veretennikova
\paper On convergence rates for homogeneous Markov chains
\jour Dokl. RAN. Math. Inf. Proc. Upr.
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\vol 490
\pages 16--19
\mathnet{http://mi.mathnet.ru/danma25}
\zmath{https://zbmath.org/?q=an:07424541}
\elib{https://elibrary.ru/item.asp?id=42579051}
\transl
\jour Dokl. Math.
\yr 2020
\vol 101
\issue 1
\pages 12--15
\crossref{https://doi.org/10.1134/S1064562420010081}
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  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia
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