On Convergence Rate Bounds for a Class of Nonlinear Markov Chains

被引：0

作者：

Shchegolev, A. A. ^{[1
]}

Veretennikov, A. Yu. ^{[2
]}

机构：

[1] HSE Univ, Moscow, Russia

[2] Inst Informat Transmiss Problems, Moscow, Russia

来源：

MARKOV PROCESSES AND RELATED FIELDS | 2023年 / 29卷 / 05期

关键词：

nonlinear Markov chains; uniform ergodicity; convergence rate; Markovian coupling; spectral radius; extreme values;

D O I：

10.61102/1024-2953-mprf.2023.29.5.001

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：

A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of Markovian coupling for linear MC and the idea of small nonlinear perturbations of linear MC. The method further enhances recent advances in the problem of convergence for such models.

引用

页码：619 / 639

页数：110

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