Theory of Probability and Mathematical Statistics
Stability estimates for transition probabilities of time-inhomogeneous Markov chains under the condition of the minorization on the whole space
V. Golomoziy
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Abstract: In this paper we derive stability estimates for transition probabilities of two time-inhomo\-ge\-ne\-ous Markov chains with discrette time on the general state space.
Keywords:
Bibliography: re obtained using two conditions: minorization on the whole space condition which is equivalent to the uniformal mixing, and proximity condition for transition
probabilities. Different types of proximity conditions are considered.
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