Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products

DOI10.1016/j.spl.2021.109204zbMath1476.60118OpenAlexW3186653082MaRDI QIDQ2244528

Loïc Hervé, James Ledoux

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109204

zbMATH Keywords

non-homogeneous Markov chainsDoeblin's coefficientforward/backward convergence

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

Related Items

\(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations, Strong mixing properties of discrete-valued time series with exogenous covariates

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