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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 2, Pages 395–399 (Mi tvp2873)  

This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On the rate of convergence for countable Markov chains

N. N. Popov

Moscow
Full-text PDF (258 kB) Citations (3)
Abstract: Let $Z_n$ he an ergodic Markov chain with state space $\Omega=\{0,1,\dots\}$ and $\tau_{ij}=\min\{n\ge 1\colon Z_n=j\ (Z_0=i)\}$. We find necessary and sufficient conditions for $\mathbf M\tau_{ij}^{\gamma}<\infty$ ($\gamma\ge 1$). It is proved that the condition $\mathbf M\tau_{ij}^{\gamma}<\infty$ is sufficient for the existence of $C(k)<\infty$ such that
$$ |p_{ij}^{(n)}-\pi_j|\le C(k)n^{1-\gamma}\mathbf M\tau_{ik}^{\gamma},\qquad n=1,2,\dots, $$
where $p_{ij}^{(n)}=\mathbf P\{Z_n=j\mid Z_0=i\}$, $\displaystyle\pi_j=\lim_{n\to\infty}p_{ij}^{(n)}$.
Received: 13.06.1977
English version:
Theory of Probability and its Applications, 1979, Volume 24, Issue 2, Pages 401–405
DOI: https://doi.org/10.1137/1124045
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. N. Popov, “On the rate of convergence for countable Markov chains”, Teor. Veroyatnost. i Primenen., 24:2 (1979), 395–399; Theory Probab. Appl., 24:2 (1979), 401–405
Citation in format AMSBIB
\Bibitem{Pop79}
\by N.~N.~Popov
\paper On the rate of convergence for countable Markov chains
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 2
\pages 395--399
\mathnet{http://mi.mathnet.ru/tvp2873}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=532453}
\zmath{https://zbmath.org/?q=an:0398.60069}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 24
\issue 2
\pages 401--405
\crossref{https://doi.org/10.1137/1124045}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KK64200014}
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  • https://www.mathnet.ru/eng/tvp/v24/i2/p395
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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