Showing math.PRShow all
2 papers · 1 filter
math.PR2025
Sharp Mixing Rates for Markov Chains on General Spaces with Unbounded Random Environments
Attila Lovas, Miklós Rásonyi, Lionel Truquet
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove…
math.PR2025
Mixing properties of some Markov chains models in random environments
Attila Lovas, Lionel Truquet
Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine lea…