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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Proceedings of the XVIII International Seminar on Stability Problems for Stochastic Models, Zakopane, Poland, May 31–June 5, 2009
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Rabta, B., Aïssani, D. Perturbation Bounds for Markov Chains with General State Space. J Math Sci 228, 510–521 (2018). https://doi.org/10.1007/s10958-017-3640-9
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DOI: https://doi.org/10.1007/s10958-017-3640-9