Absolute continuity of Markov chains
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Kostas Skouras
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Article
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1998
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Elsevier Science
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English
โ 84 KB
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 consisten