论文标题
一类非线性马尔可夫链的收敛速率边界
On convergence rate bounds for a class of nonlinear Markov chains
论文作者
论文摘要
开发了一种新的方法，用于评估基于最近开发的线性MC的马尔可夫耦合的光谱技术和线性MC的小型非线性扰动的想法。该方法进一步增强了此类模型收敛问题的最新进展。在极端价值理论中，可以使用新的收敛率，尤其是用于$ d $条件的正当理由。
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of linear MC. The method further enhances recent advances in the problem of convergence for such models. The new convergence rate may be used, in particular, for the justification of $D$-condition in the Extreme Values theory.
