Sensitivity and convergence of uniformly ergodic Markov chains
Sensitivity and convergence of uniformly ergodic Markov chains
For uniformly ergodic Markov chains, we obtain new perturbation bounds which relate the sensitivity of the chain under perturbation to its rate of convergence to stationarity. In particular, we derive sensitivity bounds in terms of the ergodicity coefficient of the iterated transition kernel, which improve upon the bounds obtained by …