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On Stein's method for stochastically monotone single-birth chains (2207.00376v2)

Published 1 Jul 2022 in math.PR

Abstract: 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.

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