On additive functionals of Markov chains (Q1900332)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On additive functionals of Markov chains |
scientific article |
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On additive functionals of Markov chains (English)
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12 March 1996
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The strong approximation of the partial sum of a function of an irreducible Harris-recurrent Markov chain on a measurable space is studied. The basic assumption is that the transition function satisfies: \(P(x,A) \geq h(x) (A)\) \((0 < h(x) \leq 1)\). The order of the approximation appears quite different in positive and null recurrent cases.
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recurrent Markov chain
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additive functional
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strong approximation
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