Speed of d-convergence for Markov approximations of chains with complete connections. A coupling approach

DOI10.1016/S0304-4149(99)00025-3zbMATH Open0997.60035OpenAlexW2082130544MaRDI QIDQ1613629FDOQ1613629

Authors: Xavier Bressaud, Roberto Fernandez, A. Galves 

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00025-3

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zbMATH Keywords

Markov approximationchains with complete connections\(\overline d\)-convergencecoupling approach

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Cites Work

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Cited In (7)

• Projective distance and \(g\)-measures
• Gaussian concentration bounds for stochastic chains of unbounded memory
• A PROCESS-RECONSTRUCTION ANALYSIS OF MARKET FLUCTUATIONS
• Coupling and perturbation techniques for categorical time series
• Sharp error terms and necessary conditions for exponential hitting times in mixing processes.
• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes
• Markov approximations of chains of infinite order

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