Future independent times and Markov chains (Q1092518): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 01:20, 31 January 2024

scientific article
Language Label Description Also known as
English
Future independent times and Markov chains
scientific article

    Statements

    Future independent times and Markov chains (English)
    0 references
    0 references
    1988
    0 references
    A random time T is a future independent \(\mu\) time for a Markov chain \((X_ n)_ 0^{\infty}\) if T is independent of \((X_{T+n})^{\infty}_{n=0}\) and if \((X_{T+n})^{\infty}_{n=0}\) is a Markov chain with initial distribution \(\mu\) and the same transition probabilities as \((X_ n)_ 0^{\infty}\). This concept is used (with \(\mu\) the ``conditional stationary measure'') to give a new and short proof of the basic limit theorem of Markov chains, improving somewhat the result in the null-recurrent case.
    0 references
    future independent time
    0 references
    regeneration
    0 references
    stationary measure
    0 references
    coupling
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references