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| HAL : hal-00704685, version 1 |
| arXiv : 1206.1137 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (06-06-2012) |
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| Regular perturbation of V -geometrically ergodic Markov chains |
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| Déborah Ferré 1Loïc Hervé 1 |
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| (06/06/2012) |
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| In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher regularity properties are investigated. As an illustration, an asymptotic expansion of the invariant probability measure for an autoregressive model with i.i.d. noises (with a non-standard probability density function) is obtained. |
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| 1 : | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| Théorie ergodique Statistique |
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| Domaine | : | Mathématiques/Probabilités |
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| Stability – Spectral method |
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| hal-00704685, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00704685 | |
| oai:hal.archives-ouvertes.fr:hal-00704685 | |
| Contributeur : Loïc Hervé | |
| Soumis le : Mercredi 6 Juin 2012, 08:22:02 | |
| Dernière modification le : Dimanche 17 Juin 2012, 23:02:56 | |
