R-theory for Markov chains on a topological state Space. II
β Scribed by David B. Pollard; Richard L. Tweedie
- Publisher
- Springer
- Year
- 1976
- Tongue
- English
- Weight
- 539 KB
- Volume
- 34
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
We consider Markov kernels on a locally compact separable metric space that satisfy the (weak) Feller property. We provide a very simple necessary and sufficient condition for existence of an invariant probability measure. We also prove that every Feller Markov kernel on a compact Hausdorff (not nec
O'Cinneide presented an entrywise perturbation theorem for Markov chains. The error bound he obtained is nearly best possible. We give the best possible error bound.
We describe a quasi-Monte Carlo method for the simulation of discrete time Markov chains with continuous multi-dimensional state space. The method simulates copies of the chain in parallel. At each step the copies are reordered according to their successive coordinates. We prove the convergence of t