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

DOI10.1016/S0304-4149(99)00025-3MaRDI QIDQ1613629zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(8)

• Markov approximation of chains of infinite order in the \(\bar d\)-metric
• A PROCESS-RECONSTRUCTION ANALYSIS OF MARKET FLUCTUATIONS
• 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
• Coupling and perturbation techniques for categorical time series
• Markov approximations of chains of infinite order
• Projective distance and \(g\)-measures
• Gaussian concentration bounds for stochastic chains of unbounded memory

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