Consider a stochastic process X on a finite state space X = {1,..., d}. It is conditionally Markov, given a real-valued “input process” ζ. This is assumed to be small, which is modeled through the ...

For uniformly ergodic Markov chains, we obtain new perturbation bounds which relate the sensitivity of the chain under perturbation to its rate of convergence to stationarity. In particular, we derive ...