The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence

DOI10.1080/07362994.2011.548653zbMath1230.60076OpenAlexW2076336475MaRDI QIDQ3005151

Kensuke Makita

Publication date: 7 June 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2011.548653

zbMATH Keywords

Markov chaindependencejoint cumulant

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Ricci curvature of Markov chains on metric spaces
• On contraction properties of Markov kernels
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