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Stability of Geometrically Recurrent Time-inhomogeneous Markov Chains

Authors

  • Vitaliy Golomoziy taras shevchenko national university of kyiv

Abstract

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.

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How to Cite

Golomoziy, V. Stability of Geometrically Recurrent Time-inhomogeneous Markov Chains. Austrian Journal of Statistics, 54(1), 166–176. Retrieved from https://ajs.or.at/index.php/ajs/article/view/2000

Issue

Vol. 54 No. 1 (2025): Special Issue by the Department of Probability, Statistics and Actuarial Mathematics at TSNU of Kyiv

Section

Special Issue Department of Probability, Statistics and Actuarial Mathematics at TSNU of Kyiv

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