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Displaying similar documents to “Bounds on regeneration times and limit theorems for subgeometric Markov chains”

On the discrepancy of Markov-normal sequences

M. B. Levin (1996)

Journal de théorie des nombres de Bordeaux

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We construct a Markov normal sequence with a discrepancy of O ( N - 1 / 2 log 2 N ) . The estimation of the discrepancy was previously known to be O ( e - c ( log N ) 1 / 2 ) .

On convergence of homogeneous Markov chains

Petr Kratochvíl (1983)

Aplikace matematiky

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Let p t be a vector of absolute distributions of probabilities in an irreducible aperiodic homogeneous Markov chain with a finite state space. Professor Alladi Ramakrishnan conjectured the following strict inequality for norms of differences p t + 2 - p t + 1 < p t + 1 - p t . In the paper, a necessary and sufficient condition for the validity of this inequality is proved, which may be useful in investigating the character of convergence of distributions in Markov chains.