On coupling and weak convergence to stationarity

DOI10.1214/aoap/1177005657zbMath0765.60023OpenAlexW2057430287MaRDI QIDQ1201322

Soren Asmussen

Publication date: 17 January 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005657

zbMATH Keywords

couplingrenewal theoremHarris-recurrent Markov processesstochastically monotone Markov processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Renewal theory (60K05)

Related Items (4)

Shift-coupling in continuous time ⋮ Imbedded construction of stationary sequences and point processes with a random memory ⋮ Coupling with compensators ⋮ Efficient Simulation via Coupling

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