Geometric ergodicity and hybrid Markov chains.
Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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Michael Lin (1976)
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We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
R. M. Phatarfod (1983)
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