Continuity of random sequences and approximation of Markov chains-Reference-Cited by-同舟云学术

Continuity of random sequences and approximation of Markov chains

Published:1981-06 Issue:2 Volume:13 Page:402-414
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Kalashnikov V. V.,Anichkin S. A.

Abstract

We derive conditions for the time-uniform continuity of random sequences with respect to variations of governing parameters, and also obtain some estimates of the modulus of continuity. We then apply the results to find conditions of continuity for Markov chains with arbitrary state space, and to construct finite approximations to them.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference14 articles.

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2. The property of γ-reflexivity for Markov sequences;Kalashnikov;Soviet Math. Dokl.,1973

3. On the Rate of Convergence in Ergodicity and Continuity Theorems for Multichannel Queuing Systems

4. Estimates of stability for renovative processes (in Russian);Kalashnikov;Izv. Akad. Nauk SSSR Tehn. Kibernet.,1979

5. Convergence of Random Processes and Limit Theorems in Probability Theory

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