On uniform closeness of local times of Markov chains and i.i.d. sequences

Diego F. de Bernardini, Christophe Gallesco and Serguei Popov

Stochastic Processes and their Applications, 2018, vol. 128, issue 10, 3221-3252

Abstract: 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 Popov and Teixeira (2015).

Keywords: Occupation times; Soft local times; Decoupling; Empirical processes (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2017.10.015

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