THE CLASSICAL COUPLING, A REFINEMENT

被引：0
|
作者：
THORISSON, H [1 ]
机构：
[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1990年 / 35卷 / 04期
关键词：
D O I：
10.1137/1135119
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper presents a refinement of the classical coupling of Markov chains covering the null recurrent case with the same ease and intuitive appeal as the positive recurrent case. The argument is carried out in full detail at an elementary level assuming a minimum of prior knowledge about Markov chains.
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页码：810 / 819
页数：10
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