On additive functionals of Markov chains
type: Item
instance of: scholarly article
title: On additive functionals of Markov chains
zbMATH Open document ID: 0834.60073
DOI: 10.1007/BF02410117
author: Endre Csáki
author: Miklós Csörgo
published in: Journal of Theoretical Probability
publication date: 1996-03-12T00:00:00Z
review text: The strong approximation of the partial sum of a function of an irreducible Harris-recurrent Markov chain on a measurable space is studied. The basic assumption is that the transition function satisfies: \(P(x,A) \geq h(x) (A)\) \((0 < h(x) \leq 1)\). The order of the approximation appears quite different in positive and null recurrent cases.
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 811152
zbMATH Keywords: recurrent Markov chain
zbMATH Keywords: additive functional
zbMATH Keywords: strong approximation
reviewed by: Minping Qian
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02410117
OpenAlex ID: W2020042972
description: scientific article; zbMATH DE number 811152