Stability Estimates for Finite-Dimensional Distributions of Time-Inhomogeneous Markov Chains

Merging and stability for time inhomogeneous finite Markov chains

As is apparent from most text books, the definition of a Markov process includes, in the most natural way, processes that are time inhomogeneous. Nevertheless, most modern references quickly restrict themselves to the time homogeneous case by assuming the existence of a time homogeneous transition function, a case for which there is a vast literature. The goal of this paper is to point out some...

Merging for time inhomogeneous finite Markov chains, Part I: singular values and stability

We develop singular value techniques in the context of time inhomogeneous finite Markov chains with the goal of obtaining quantitative results concerning the asymptotic behavior of such chains. We introduce the notion of c-stability which can be viewed as a generalization of the case when a time inhomogeneous chain admits an invariant measure. We describe a number of examples where these techni...

Quasistationary Distributions for Continuous-Time Markov Chains

Quasistationary Distributions for Continuous-Time Markov Chains – p.1

Distributions of permutations generated by inhomogeneous Markov chains

Existence of Stationary Distributions for Finite - State Markov Chains

4.1 The Concept of Stochastic Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . 1 4.2 Existence of Stationary Distributions for Finite-State Markov Chains . . . . . . . . . 3 4.3 Definitions and Simple Consequences . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 4.4 A Test for Recurrence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 4.5 Proving Po...