Title of article :
Speed of d-convergence for Markov approximations of chains with complete connections. A coupling approach
Author/Authors :
XAVIER BRESSAUD، نويسنده , , Xavier and Fernلndez، نويسنده , , Roberto and Galves، نويسنده , , Antonio، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
We compute the speed of convergence of the canonical Markov approximation of a chain with complete connections with summable decays. We show that in the d-topology the approximation converges at least at a rate proportional to these decays. This is proven by explicitly constructing a coupling between the chain and each range-k approximation.
Keywords :
Chains with complete connections , Markov approximation , D-convergence , Coupling approach
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications