Stability of Geometrically Recurrent Time-inhomogeneous Markov Chains
DOI:
https://doi.org/10.17713/ajs.v54i1.2000Abstract
This paper is devoted to establishing upper bounds for a difference of n-step transition probabilities for two time-inhomogeneous Markov chains with values in a locally compact space when their one-step transition probabilities are close. This stability result is applied to the functional autoregression in R^n.
Downloads
Published
Issue
Section
License
Copyright (c) 2025 Vitaliy Golomoziy
This work is licensed under a Creative Commons Attribution 3.0 Unported License.
The Austrian Journal of Statistics publish open access articles under the terms of the Creative Commons Attribution (CC BY) License.
The Creative Commons Attribution License (CC-BY) allows users to copy, distribute and transmit an article, adapt the article and make commercial use of the article. The CC BY license permits commercial and non-commercial re-use of an open access article, as long as the author is properly attributed.
Copyright on any research article published by the Austrian Journal of Statistics is retained by the author(s). Authors grant the Austrian Journal of Statistics a license to publish the article and identify itself as the original publisher. Authors also grant any third party the right to use the article freely as long as its original authors, citation details and publisher are identified.
Manuscripts should be unpublished and not be under consideration for publication elsewhere. By submitting an article, the author(s) certify that the article is their original work, that they have the right to submit the article for publication, and that they can grant the above license.
How to Cite
