Speed of (d)over-bar-convergence for Markov approximations of chains with complete connections.: A coupling approach

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:83

Article

Bressaud, X ; Fernández, R ; Galves, A

关键词: chains with complete connections;    Markov approximation;    (d)over-bar-convergence;    coupling approach;   

DOI  :  10.1016/S0304-4149(99)00025-3

来源: Elsevier

【 摘 要 】

We compute the speed of convergence of the canonical Markov approximation of a chain with complete connections with summable decays. We show that in the d-topology the approximation converges at least at a rate proportional to these decays, This is proven by explicitly constructing a coupling between the chain and each range-k approximation. (C) 1999 Elsevier Science B.V. All rights reserved.

【 授权许可】

Free