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SUMMARY:Vitaliy Golomoziy (Taras Shevchenko National University of Kyiv)
DTSTART:20240222T133000Z
DTEND:20240222T150000Z
DTSTAMP:20260423T024556Z
UID:fran/50
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/fran/50/">Us
 ing the coupling method to study stability of time-inhomogeneous Markov ch
 ains (presentation of the D.Sc. degree thesis)</a>\nby Vitaliy Golomoziy (
 Taras Shevchenko National University of Kyiv) as part of Семінар з
  фрактального аналізу / Fractal analysis seminar\n\n\nA
 bstract\nWe consider a problem of geometric recurrence for a time-inhomoge
 neous Markov chain. A modified drift condition that guarantees such recurr
 ence has been obtained. In addition\, we derived conditions for geometric 
 recurrence for the pair of chains. We applied these results to obtain esti
 mates for the stability of a pair of time-inhomogeneous autoregressive Mar
 kov chains. We have also generalized Lindvall theorem for the finiteness o
 f the expectation of a coupling time to a case of a coupling time for two 
 different\, time-inhomogeneous Markov chains and derived estimates for suc
 h expectation.\n
LOCATION:https://researchseminars.org/talk/fran/50/
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