Article ID: | iaor1997262 |
Country: | United States |
Volume: | 7 |
Issue: | 3 |
Start Page Number: | 357 |
End Page Number: | 371 |
Publication Date: | Jul 1994 |
Journal: | Journal of Applied Mathematics and Stochastic Analysis |
Authors: | Kalashnikov Valadimir V. |
Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-pertrubed characteristics), deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedded of the general Markov chain into a wide sense regenerative process with the help of splitting construction.