A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains

被引:1
作者
Shchegolev, Aleksandr A. [1 ]
机构
[1] Natl Res Univ Higher Sch Econ, Moscow, Russia
基金
俄罗斯基础研究基金会;
关键词
Nonlinear Markov chains; ergodicity; rate of convergence; law of large numbers;
D O I
10.1515/rose-2022-2084
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
In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition steps. An example of a class of processes is provided to point that such estimates considering several transition steps may be applicable when one transition can not guarantee any convergence. Moreover, a better estimate can be obtained for a higher number of transitions steps. A law of large numbers is presented for a class of ergodic nonlinear Markov chains with finite state space that may serve as a basis for nonparametric estimation and other statistics.
引用
收藏
页码:205 / 213
页数:9
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