Approximation of Markov chains

DOI10.1007/BF01084492zbMath0582.60071OpenAlexW2007399867MaRDI QIDQ1068454

S. A. Anichkin, Vladimir Kalashnikov

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01084492

zbMATH Keywords

weak convergenceconvergence ratefinite state approximations

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10)

Related Items

Study of continuity of random sequences by constructing proximity points

Cites Work

• Weak convergence of a sequence of Markov chains
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• Distances of Probability Measures and Random Variables