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Compressibility and Stochastic Stability of Monotone Markov Chain

Authors :
Foss, Sergey
Scheutzow, Michael
Publication Year :
2024

Abstract

For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular, we generalise a basic result by Bhattacharya and Majumdar (2007) where a certain form of mixing, or swap condition was assumed uniformly over the state space. We do not rely on continuity properties of transition probabilities.<br />Comment: 20 pages

Subjects

Subjects :
Mathematics - Probability
60J05

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2403.15259
Document Type :
Working Paper