Open Access
October, 1990 $\alpha$-Congruence for Markov Processes
Kari Eloranta
Ann. Probab. 18(4): 1583-1601 (October, 1990). DOI: 10.1214/aop/1176990634

Abstract

We prove infinite-time extensions of invariance principles for certain random walks with essentially compact state spaces. The extensions are uniform-like in time since they use the $\bar{d}$-metric of the Bernoulli theory and imply the classical results. These are then generalized to couplings involving an isomorphism between the processes. In general a Doeblin-type condition is needed to hold for the walks but relaxation of this is indicated.

Citation

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Kari Eloranta. "$\alpha$-Congruence for Markov Processes." Ann. Probab. 18 (4) 1583 - 1601, October, 1990. https://doi.org/10.1214/aop/1176990634

Information

Published: October, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0715.60044
MathSciNet: MR1071811
Digital Object Identifier: 10.1214/aop/1176990634

Subjects:
Primary: 60F17
Secondary: 28D20

Keywords: $\overline{d}$-metric , Bernoulli shift , Doeblin condition , invariance principle

Rights: Copyright © 1990 Institute of Mathematical Statistics

Vol.18 • No. 4 • October, 1990
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