Displaying similar documents to “Stability of iterates of Markov operators”

Markov operators acting on Polish spaces

Tomasz Szarek (1997)

Annales Polonici Mathematici

Similarity:

We prove a new sufficient condition for the asymptotic stability of Markov operators acting on measures. This criterion is applied to iterated function systems.

The Kendall theorem and its application to the geometric ergodicity of Markov chains

Witold Bednorz (2013)

Applicationes Mathematicae

Similarity:

We give an improved quantitative version of the Kendall theorem. The Kendall theorem states that under mild conditions imposed on a probability distribution on the positive integers (i.e. a probability sequence) one can prove convergence of its renewal sequence. Due to the well-known property (the first entrance last exit decomposition) such results are of interest in the stability theory of time-homogeneous Markov chains. In particular this approach may be used to measure rates of convergence...

Chernoff and Berry–Esséen inequalities for Markov processes

Pascal Lezaud (2010)

ESAIM: Probability and Statistics

Similarity:

In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.