The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence

DOI10.1080/07362994.2011.548653MaRDI QIDQ3005151zbMATH OpenOpenAlexFDO

Authors Kensuke Makita

Publication date 7 June 2011

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2011.548653

zbMATH Keywords

Markov chaindependencejoint cumulant

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• On contraction properties of Markov kernels
• Ricci curvature of Markov chains on metric spaces

Cited in

(5)

• Dependency in multivariate Markov chains
• Concentration of measure on product spaces with applications to Markov processes
• Isoperimetric invariants for product Markov chains and graph products
• scientific article; zbMATH DE number 4147184 (Why is no real title available?)
• Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter

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