Stability of Geometrically Recurrent Time-inhomogeneous Markov Chains

被引：0
作者：
Golomoziy, Vitaliy [1 ]
机构：
[1] Taras Shevchenko Natl Univ Kyiv, Stat & Actuarial Math Mech & Math Fac, Dept Probabil Theory, 60 Volodymyrska St, UA-01033 Kyiv, Ukraine
来源：
AUSTRIAN JOURNAL OF STATISTICS | 2025年 / 54卷 / 01期
关键词：
stability; functional autoregression; inhomogeneous Markov chain;
D O I：
10.17713/ajs.v54i1.2000
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper is devoted to establishing upper bounds for a difference of n-step transition probabilities for two time-inhomogeneous Markov chains with values in a locally compact space when their one-step transition probabilities are close. This stability result is applied to the functional autoregression in R-n.
引用
收藏
页码：166 / 176
页数：11
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