$\alpha$-Congruence for Markov Processes
Eloranta, Kari
Ann. Probab., Tome 18 (1990) no. 4, p. 1583-1601 / Harvested from Project Euclid
We prove infinite-time extensions of invariance principles for certain random walks with essentially compact state spaces. The extensions are uniform-like in time since they use the $\bar{d}$-metric of the Bernoulli theory and imply the classical results. These are then generalized to couplings involving an isomorphism between the processes. In general a Doeblin-type condition is needed to hold for the walks but relaxation of this is indicated.
Publié le : 1990-10-14
Classification:  Invariance principle,  $\overline{d}$-metric,  Bernoulli shift,  Doeblin condition,  60F17,  28D20
@article{1176990634,
     author = {Eloranta, Kari},
     title = {$\alpha$-Congruence for Markov Processes},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1583-1601},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990634}
}
Eloranta, Kari. $\alpha$-Congruence for Markov Processes. Ann. Probab., Tome 18 (1990) no. 4, pp.  1583-1601. http://gdmltest.u-ga.fr/item/1176990634/