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On -convergence of Markov chains

Published online by Cambridge University Press:  24 October 2008

D. J. Aldous
D. J. Aldous
Affiliation:
Department of Statistics, University of California, Berkeley, California 94720
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Extract

Let I be a countable set, with discrete topology, and let X = (Xn), Y = (Yn) be stationary stochastic processes taking values in I. To a probabilist, the natural topology on processes (strictly speaking, on distributions of processes) is weak convergence:

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 90 , Issue 2 , September 1981 , pp. 331 - 333
Copyright
Copyright © Cambridge Philosophical Society 1981

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References

REFERENCES

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