Absolute continuity of Markov chains

✍ Scribed by Kostas Skouras

• Book ID: 104340713
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 84 KB
• Volume: 75
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(98)00117-7

✦ Synopsis

We present su cient conditions for the absolute continuity of Markov chains, which extend the work of . We allow the state space to be countable, and apply our results to some examples which include Polya's urn. In a statistical problem, the conditions are su cient for the non-existence of consistent estimators of the distribution generating the data.