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On uniform closeness of local times of Markov chains and i.i.d. sequences. (arXiv:1610.02532v2 [math.PR] UPDATED)
来源于:arXiv
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 [11]. 查看全文>>