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Article #550exponential bounds for Markov chains, etc.
From: Kevin Atteson
Date: Mon, 09 Nov 1992 16:13
Date: Mon, 09 Nov 1992 16:13
19 lines
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1328 bytes
I'm interested in the speed of convergence of frequencies to probabilities for Markov chains and possibly more general random processes. Any general information concerning this subject would be apprecaited but also I have the following specific question. In the 2nd edition of the book "Probability and Random Processes" by Grimmett and Stirzaker, at about the middle of page 452, they say of Markov chains, "The convergence is rather fast, as the following (somewhat overcomplicated) argument indicates...skip about a page... Similar inequalities may be established by other means, more elementary than those used above." I'd like to hear about these more elementary means. Does anyone know what they are referring to or how I can contact the authors? Please reply directly to me.
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Path: arc1-ca.pugleaf.net!sparky!uunet!pmafire!news.dell.com!natinst.com!cs.utexas.edu!zaphod.mps.ohio-state.edu!darwin.sura.net!jvnc.net!netnews.upenn.edu!grip.cis.upenn.edu!atteson From: atteson@grip.cis.upenn.edu (Kevin Atteson) Newsgroups: sci.math.stat Subject: exponential bounds for Markov chains, etc. Message-ID: <96777@netnews.upenn.edu> Date: 9 Nov 92 16:13:02 GMT Sender: news@netnews.upenn.edu Distribution: usa Organization: GRASP Lab, University of Pennsylvania Lines: 20 Nntp-Posting-Host: grip.cis.upenn.edu