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Regular perturbation of V -geometrically ergodic Markov chains
Regular perturbation V -geometrically ergodic Markov chains Probability
2012/6/21
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller ...
Commuting time geometry of ergodic Markov chains
Commuting time geometry ergodic Markov chains Probability
2011/9/5
Abstract: We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of ...