\(\alpha\)-congruence for Markov processes (Q751713): Difference between revisions
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Revision as of 08:11, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\alpha\)-congruence for Markov processes |
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\(\alpha\)-congruence for Markov processes (English)
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1990
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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.
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Bernoulli shift
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Doeblin condition
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Invariance principles
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ergodicity conditions
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