Uniform coupling of non-homogeneous Markov chains-Reference-Cited by-同舟云学术

Uniform coupling of non-homogeneous Markov chains

Published:1975-12 Issue:4 Volume:12 Page:753-762
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Griffeath David

Abstract

The Markov-Dobrushin condition for (weak) ergodicity of non-homogeneous discrete-time Markov chains, and an analogous criterion for continuous chains, are derived by means of coupling techniques.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference17 articles.

1. Markov processes on countable product spaces, describing large systems of automata;Vasershtein;Probl. Peredaci Inform.,1969

2. On the historical development of the theory of finite inhomogeneous Markov chains

3. Griffeath D. (1975) Partial coupling and loss of memory for Markov chains. To appear.

4. A maximal coupling for Markov chains

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