Perturbation Bounds for Markov Chains with General State Space


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The aim of this paper is to investigate the stability of Markov chains with general state space. We present new conditions for the strong stability of Markov chains after a small perturbation of their transition kernels. Also, we obtain perturbation bounds with respect to different quantities.

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B. Rabta

“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour

Autor responsável pela correspondência
Email: brabta@yahoo.fr
Argélia, Bejaïa

D. Aïssani

“LAMOS,” Laboratory of Modelling and Optimization of Systems, University of Bejaïa, Targa Ouzemmour

Email: brabta@yahoo.fr
Argélia, Bejaïa

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