Generalized couplings and convergence of transition probabilities (Q1647931)

From MaRDI portal
Revision as of 04:11, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Generalized couplings and convergence of transition probabilities
scientific article

    Statements

    Generalized couplings and convergence of transition probabilities (English)
    0 references
    27 June 2018
    0 references
    The authors consider a Markov chain taking values in a Polish space \(E\), and formulate sufficient conditions for the convergence of its transition probabilities assuming existence of an invariant measure \(\mu\). There are two main results: 1) a sufficient condition for weak convergence of transition probabilities for \(\mu\)-almost all initial conditions, and 2) the weak convergence of the transition probabilities starting from a given point \(x\in E\). In both cases, the conditions are formulated in terms of generalized coupling.
    0 references
    Markov process
    0 references
    invariant measure
    0 references
    generalized coupling
    0 references
    convergence of transition probabilities
    0 references
    0 references

    Identifiers