Regular Perturbation of V-Geometrically Ergodic Markov Chains
نویسندگان
چکیده
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.i.d. noises (with a non-standard probability density function) is obtained. AMS subject classification : 60J05, 47B07
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عنوان ژورنال:
- J. Applied Probability
دوره 50 شماره
صفحات -
تاریخ انتشار 2013