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Compressibility and Stochastic Stability of Monotone Markov Chain
- 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 :
- Mathematics - Probability
60J05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2403.15259
- Document Type :
- Working Paper