Coupling and ergodic theorems for Markov chains with damping componentShow others and affiliations
2020 (English)In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 101, p. 243-264Article in journal (Refereed) Published
Abstract [en]
Perturbed Markov chains are popular models for description of information networks. In such models, the transition matrix P0 of an information Markov chain is usually approximated by matrix Pε = (1 − ε)P0 + εD, where D is a so-called damping stochastic matrix with identical rows and all positive elements, while ε ∈ [0, 1] is a damping (perturbation) parameter. Using procedure of artificial regeneration for the perturbed Markov chain ηε,n, with the matrix of transition probabilities Pε, and coupling methods, we get ergodic theorems, in the form of asymptotic relations for pε,ij (n) = Pi {ηε,n = j} as n → ∞ and ε → 0, and explicit upper bounds for the rates of convergence in such theorems. In particular, the most difficult case of the model with singular perturbations, where the phase space of the unperturbed Markov chain η0,n split in several closed classes of communicative states and possibly a class of transient states, is investigated.
Place, publisher, year, edition, pages
American Mathematical Society , 2020. Vol. 101, p. 243-264
Keywords [en]
Coupling, Damping component, Ergodic theorem, Information network, Markov chain, Rate of convergence, Regular perturba-tion, Singular perturbation, Triangular array mode
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-62503DOI: 10.1090/tpms/1124Scopus ID: 2-s2.0-85099421096OAI: oai:DiVA.org:mdh-62503DiVA, id: diva2:1764469
Funder
Sida - Swedish International Development Cooperation Agency
Note
Article; Export Date: 11 May 2023; Cited By: 0
2023-06-082023-06-082024-08-20Bibliographically approved