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A unified stability theory for classical and monotone Markov chains

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dc.contributor.authorKamihigashi, Takashi
dc.contributor.authorStachurski, John
dc.date.accessioned2020-07-15T05:24:16Z
dc.date.issued2019-07-12
dc.date.updated2020-03-29T07:16:32Z
dc.description.abstractIn this paper we integrate two strands of the literature on stability of general state Markov chains: conventional, total-variation-based results and more recent order-theoretic results. First we introduce a complete metric over Borel probability measures based on 'partial' stochastic dominance. We then show that many conventional results framed in the setting of total variation distance have natural generalizations to the partially ordered setting when this metric is adopted.en_AU
dc.format.mimetypeapplication/pdfen_AU
dc.identifier.issn0021-9002en_AU
dc.identifier.urihttp://hdl.handle.net/1885/206212
dc.language.isoen_AUen_AU
dc.publisherApplied Probability Trusten_AU
dc.rights© 2019 Applied Probability Trusten_AU
dc.sourceJournal of Applied Probabilityen_AU
dc.subjectTotal variationen_AU
dc.subjectMarkov chainen_AU
dc.subjectstochastic dominationen_AU
dc.subjectcouplingen_AU
dc.titleA unified stability theory for classical and monotone Markov chainsen_AU
dc.typeJournal articleen_AU
local.bibliographicCitation.issue1en_AU
local.bibliographicCitation.lastpage22en_AU
local.bibliographicCitation.startpage1en_AU
local.contributor.affiliationKamihigashi, Takashi, Kobe Universityen_AU
local.contributor.affiliationStachurski, John, College of Business and Economics, ANUen_AU
local.contributor.authoruidStachurski, John, u3915156en_AU
local.description.embargo2037-12-31
local.description.notesImported from ARIESen_AU
local.identifier.absfor010299 - Applied Mathematics not elsewhere classifieden_AU
local.identifier.absfor140199 - Economic Theory not elsewhere classifieden_AU
local.identifier.absseo970114 - Expanding Knowledge in Economicsen_AU
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciencesen_AU
local.identifier.ariespublicationu3102795xPUB3629en_AU
local.identifier.citationvolume56en_AU
local.identifier.doi10.1017/jpr.2019.2en_AU
local.identifier.scopusID2-s2.0-85068913712
local.publisher.urlhttps://www.cambridge.org/en_AU
local.type.statusPublished Versionen_AU

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