On Markov--up processes and their recurrence properties
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
math.PR↗
arXiv subjects
Maria Veretennikova
Publications and source records attributed to Maria Veretennikova.
On convergence rate for homogeneous Markov chains
Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound is compared with the classical Markov -- Dobrushin inequality and with the second eigenvalue of the transition matrix for finite state spaces.
math.PR↗