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Abstract In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the… Click to show full abstract
Abstract In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of n i.i.d. random variables with law given by the invariant measure of that Markov chain. The proof of this result uses a refinement of the soft local time method of Popov and Teixeira (2015).
Keywords:
chains sequences;
closeness local;
uniform closeness;
markov chains;
times markov;
local times
Journal Title: Stochastic Processes and their Applications
Year Published: 2018
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Journal Title: Stochastic Processes and their Applications
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!