Speed of -convergence for Markov approximations of chains with complete connections. A coupling approach

We compute the speed of convergence of the canonical Markov approximation of a chain with complete connections with summable decays. We show that in the -topology the approximation converges at least at a rate proportional to these decays. This is proven by explicitly constructing a coupling between the chain and each range-k approximation.

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Year of publication:	1999
Authors:	Bressaud, Xavier ; Fernández, Roberto ; Galves, Antonio
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 83.1999, 1, p. 127-138
Publisher:	Elsevier
Keywords:	Chains with complete connections Markov approximation -convergence Coupling approach

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874301