Local stationarity and time-inhomogeneous Markov chains
نویسندگان
چکیده
منابع مشابه
Merge Times and Hitting Times of Time-inhomogeneous Markov Chains
The purpose of this thesis is to study the long term behavior of time-inhomogeneous Markov chains. We analyze under what conditions they converge, in what sense they converge and what the rate of convergence should be. A Markov chain is a random process with the memoryless property: the next state only depends on the current state, and not on the sequence of events that preceded it. Time-inhomo...
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Convergence rates of Markov chains have been widely studied in recent years. In particular, quantitative bounds on convergence rates have been studied in various forms by Meyn and Tweedie (1994), Rosenthal (1995), Roberts and Tweedie (1999), Jones and Hobert (2001), Fort (2001) and others. In this paper, we first extend a result of Rosenthal (1995) concerning quantitative convergence rates for ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2019
ISSN: 0090-5364
DOI: 10.1214/18-aos1739