Speed of -convergence for Markov approximations of chains with complete connections. A coupling approach

Xavier Bressaud, Roberto Fernández and Antonio Galves

Stochastic Processes and their Applications, 1999, vol. 83, issue 1, 127-138

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 -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; -convergence; Coupling; approach (search for similar items in EconPapers)
Date: 1999
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