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Convergence of Markov chain transition probabilities
- Source :
- Electron. Commun. Probab. 26 (2021)
- Publication Year :
- 2020
-
Abstract
- Consider a discrete time Markov chain with rather general state space which has an invariant probability measure $\mu$. There are several sufficient conditions in the literature which guarantee convergence of all or $\mu$-almost all transition probabilities to $\mu$ in the total variation (TV) metric: irreducibility plus aperiodicity, equivalence properties of transition probabilities, or coupling properties. In this work, we review and improve some of these criteria in such a way that they become necessary and sufficient for TV convergence of all respectively $\mu$-almost all transition probabilities. In addition, we discuss so-called generalized couplings.
- Subjects :
- Mathematics - Probability
Primary 60J05, Secondary 60G10
Subjects
Details
- Database :
- arXiv
- Journal :
- Electron. Commun. Probab. 26 (2021)
- Publication Type :
- Report
- Accession number :
- edsarx.2004.10235
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1214/21-ECP395