论文标题
关于Stein的随机单调单链链的方法
On Stein's method for stochastically monotone single-birth chains
论文作者
论文摘要
我们讨论了Stein的方法通过单胎马尔可夫链的固定分布与随机单调性和类似的假设结合使用。我们在此过程中使用Poisson方程解决方案的增量范围。应用包括融合到平稳性的速率，以及在一个过渡矩阵占主导地位的情况下，两个马尔可夫链的固定分布之间的总变化距离。
We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's equation for such a process. Applications include rates of convergence to stationarity, and bounding the total variation distance between the stationary distributions of two Markov chains in the case where one transition matrix dominates the other.
