On coupling and weak convergence to stationarity
type: Item
instance of: scholarly article
title: On coupling and weak convergence to stationarity
zbMATH Open document ID: 0765.60023
published in: The Annals of Applied Probability
publication date: 1993-01-17T00:00:00Z
review text: How can we prove the convergence of a process \(Z_ t\) to some stationary distribution? The coupling idea suggests the construction of a second dependent process \(Z_ t'\) already with a stationary distribution. Then show \(Z_ t\) and \(Z_ t'\) are asymptotically close in a sufficient sense. The paper gives new insight to this method in different situations like queues, Harris-recurrent Markov processes, renewal theorem and stochastically monotone Markov processes.
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 97557
zbMATH Keywords: coupling
zbMATH Keywords: Harris-recurrent Markov processes
zbMATH Keywords: renewal theorem
zbMATH Keywords: stochastically monotone Markov processes
author: Søren Asmussen
reviewed by: Uwe Rösler
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177005657
OpenAlex ID: W2057430287
DOI: 10.1214/AOAP/1177005657
description: scientific article; zbMATH DE number 97557