Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions
Author:
Funder
Japan Society for the Promotion of Science
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/15M1024743
Reference20 articles.
1. Quantitative bounds on convergence of time-inhomogeneous Markov chains
2. Convergence of Invariant Measures of Truncation Approximations to Markov Processes
3. Approximating Markov chains andV-geometric ergodicity via weak perturbation theory
4. Necessary conditions for geometric and polynomial ergodicity of random-walk-type
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