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Medientyp:
E-Artikel
Titel:
A UNIFIED STABILITY THEORY FOR CLASSICAL AND MONOTONE MARKOV CHAINS
Beteiligte:
KAMIHIGASHI, TAKASHI;
STACHURSKI, JOHN
Erschienen:
Applied Probability Trust, 2019
Erschienen in:
Journal of Applied Probability, 56 (2019) 1, Seite 1-22
Sprache:
Englisch
ISSN:
0021-9002
Entstehung:
Anmerkungen:
Beschreibung:
In this paper we integrate two strands of the literature on stability of general state Markov chains: conventional, total-variation-based results and more recent order-theoretic results. First we introduce a complete metric over Borei probability measures based on 'partial' stochastic dominance. We then show that many conventional results framed in the setting of total variation distance have natural generalizations to the partially ordered setting when this metric is adopted.