Absolute continuity of Markov chains (Q1299004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute continuity of Markov chains |
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Absolute continuity of Markov chains (English)
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13 September 2000
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The note contains sufficient conditions for the absolute continuity of distributions of Markov chains. The results are derived from the well-known general criterion based on convergence of the Hellinger process. Some particular examples are discussed, in particular, Polya's urn scheme.
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absolute continuity
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Markov chains
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Hellinger distance
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Polya's urn
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