Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8954738 | Stochastic Processes and their Applications | 2018 | 32 Pages |
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).
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Diego F. de Bernardini, Christophe Gallesco, Serguei Popov,