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Estimating the approximation accuracy of Harris-recurrent Markov chains

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Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei — Trudy Seminara, pp. 22–27, 1984.

I would like to acknowledge the useful comments of Prof. V. V. Kalashnikov.

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Anichkin, S.A. Estimating the approximation accuracy of Harris-recurrent Markov chains. J Math Sci 35, 2301–2306 (1986). https://doi.org/10.1007/BF01105646

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