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Uniform coupling of non-homogeneous Markov chains

Published online by Cambridge University Press:  14 July 2016

David Griffeath
David Griffeath*
Affiliation:
Cornell University
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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.

Keywords

WEAK ERGODICITYERGODIC COEFFICIENTNON-HOMOGENEOUS MARKOV CHAINSCOUPLING

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 4 , December 1975 , pp. 753 - 762
Copyright
Copyright © Applied Probability Trust 1975 

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References

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