\(\alpha\)-congruence for Markov processes (Q751713): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
(6 intermediate revisions by 5 users not shown) | |||
Property / DOI | |||
Property / DOI: 10.1214/aop/1176990634 / rank | |||
Property / reviewed by | |||
Property / reviewed by: Michael Kohlmann / rank | |||
Property / reviewed by | |||
Property / reviewed by: Michael Kohlmann / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176990634 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2020152530 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1214/AOP/1176990634 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 03:02, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(\alpha\)-congruence for Markov processes |
scientific article |
Statements
\(\alpha\)-congruence for Markov processes (English)
0 references
1990
0 references
Invariance principles for finite time Markov processes are extended to infinite processes. Under ergodicity conditions convergence of random walks to a diffusion is studied in \(\bar d\)-metric and the new notion of \(\alpha\)-congruence (a sort of `isomorphism' between processes introduced by D. S. Ornstein and B. Weiss in 1989) explains the closeness between the processes under consideration.
0 references
Bernoulli shift
0 references
Doeblin condition
0 references
Invariance principles
0 references
ergodicity conditions
0 references