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Absolute continuity of Markov chains - MaRDI portal

Absolute continuity of Markov chains (Q1299004)

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scientific article; zbMATH DE number 1326730
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Absolute continuity of Markov chains
scientific article; zbMATH DE number 1326730

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    Absolute continuity of Markov chains (English)
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    13 September 2000
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    The note contains sufficient conditions for the absolute continuity of distributions of Markov chains. The results are derived from the well-known general criterion based on convergence of the Hellinger process. Some particular examples are discussed, in particular, Polya's urn scheme.
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    absolute continuity
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    Markov chains
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    Hellinger distance
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    Polya's urn
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