Generalized couplings and convergence of transition probabilities (Q1647931)
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English | Generalized couplings and convergence of transition probabilities |
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Generalized couplings and convergence of transition probabilities (English)
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27 June 2018
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The authors consider a Markov chain taking values in a Polish space \(E\), and formulate sufficient conditions for the convergence of its transition probabilities assuming existence of an invariant measure \(\mu\). There are two main results: 1) a sufficient condition for weak convergence of transition probabilities for \(\mu\)-almost all initial conditions, and 2) the weak convergence of the transition probabilities starting from a given point \(x\in E\). In both cases, the conditions are formulated in terms of generalized coupling.
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Markov process
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invariant measure
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generalized coupling
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convergence of transition probabilities
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