Regular Perturbation of V-Geometrically Ergodic Markov Chains
نویسندگان
چکیده
منابع مشابه
Regular Perturbation of V-Geometrically Ergodic Markov Chains
In this paper, new conditions for the stability of V -geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher regularity properties are investigated. As an illustration, an asymptotic expansion of the invariant probability measure for an autoregressive model with i....
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2013
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s002190020001319x