CONVERGENCE RATE ESTIMATION INCOME OF A HOMOGENEOUS MARKOV CHAIN

Orlova Ksenia Petrovna

The article provides an analytical expression for the income vector of a homogeneous Markov chain for a finite number of “steps”. In this case, the type and magnitude of the deviation of the income in question from its assessment based on the stationary characteristics of the chain is indicated. This formula for the magnitude of the deviation allows us to obtain an analytical expression for the rate of convergence of income to its estimate as the number of “steps” increases.

Keywords:homogeneous Markov chain with income, step of the Markov chain, stationary characteristics of the Markov chain with income, income estimate for a finite number of steps, convergence rate of the sequence.