Abstract
In this paper we integrate two strands of the literature on stability of general state Markov chains: conventional, total-variation-based results and more recent order-theoretic results. First we introduce a complete metric over Borel probability measures based on 'partial' stochastic dominance. We then show that many conventional results framed in the setting of total variation distance have natural generalizations to the partially ordered setting when this metric is adopted.
Original language | English |
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Pages (from-to) | 1-22 |
Number of pages | 22 |
Journal | Journal of Applied Probability |
Volume | 56 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Mar 2019 |