Absolute continuity of Markov chains

DOI10.1016/S0378-3758(98)00117-7zbMath0951.60047MaRDI QIDQ1299004

Kostas Skouras

Publication date: 13 September 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Markov chainsHellinger distanceabsolute continuityPolya's urn

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

Related Items (1)

About the absolute continuity and orthogonality for two probability measures.

Cites Work

• A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model
• Absolute continuity, singular measures and asymptotics for estimators
• The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix
• Random Walks of Ordered Elements with Applications
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES

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