Embedded Markov chain approximations in Skorokhod topologies

DOI10.19195/0208-4147.39.2.2zbMath1434.60010arXiv1409.4656OpenAlexW3100845106MaRDI QIDQ5109844

Björn Böttcher

Publication date: 13 May 2020

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.4656

zbMATH Keywords

tightnessjump processesSkorokhod spaceMarkov chain approximationMarkov chain embeddingSkorokhod topologies

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Convergence of probability measures (60B10) Jump processes on general state spaces (60J76) Jump processes on discrete state spaces (60J74)

Related Items (2)

Local characteristics and tangency of vector-valued martingales ⋮ Joint functional convergence of partial sums and maxima for linear processes

Cites Work

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• A Criterion for Weak Convergence of Measures with an Application to Convergence of Measures on $D[0, 1$.]
• Weak convergence of probability measures and random functions in the function space D[0,∞)

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