A coupling approach to Doob’s theorem
| dc.contributor.author | Kulik, Alexei | |
| dc.contributor.author | Scheutzow, Michael | |
| dc.date.accessioned | 2019-01-30T16:37:25Z | |
| dc.date.available | 2019-01-30T16:37:25Z | |
| dc.date.issued | 2015 | |
| dc.description | Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. Nationallizenz frei zugänglich. | de |
| dc.description | This publication is with permission of the rights owner freely accessible due to an Alliance licence and a national licence (funded by the DFG, German Research Foundation) respectively. | en |
| dc.description.abstract | We provide a coupling proof of Doob’s theorem which says that the transition probabilities of a regular Markov process which has an invariant probability measure μ converge to μ in the total variation distance. In addition we show that non-singularity (rather than equivalence) of the transition probabilities suffices to ensure convergence of the transition probabilities for μ-almost all initial conditions. | en |
| dc.identifier.eissn | 1720-0768 | |
| dc.identifier.issn | 1120-6330 | |
| dc.identifier.uri | https://depositonce.tu-berlin.de/handle/11303/9048 | |
| dc.identifier.uri | http://dx.doi.org/10.14279/depositonce-8149 | |
| dc.language.iso | en | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject.ddc | 510 Mathematik | de |
| dc.subject.other | Markov process | en |
| dc.subject.other | invariant measure | en |
| dc.subject.other | coupling | en |
| dc.subject.other | convergence of transition probabilities | en |
| dc.subject.other | total variation distance | en |
| dc.title | A coupling approach to Doob’s theorem | en |
| dc.type | Article | en |
| dc.type.version | publishedVersion | en |
| dcterms.bibliographicCitation.doi | 10.4171/RLM/694 | en |
| dcterms.bibliographicCitation.issue | 1 | en |
| dcterms.bibliographicCitation.journaltitle | Rendiconti lincei - Matematica e applicazioni | en |
| dcterms.bibliographicCitation.originalpublishername | European Mathematical Society | en |
| dcterms.bibliographicCitation.originalpublisherplace | Zürich | en |
| dcterms.bibliographicCitation.pageend | 92 | en |
| dcterms.bibliographicCitation.pagestart | 83 | en |
| dcterms.bibliographicCitation.volume | 26 | en |
| tub.accessrights.dnb | domain | en |
| tub.affiliation | Fak. 2 Mathematik und Naturwissenschaften::Inst. Mathematik::FG Stochastische Analysis | de |
| tub.affiliation.faculty | Fak. 2 Mathematik und Naturwissenschaften | de |
| tub.affiliation.group | FG Stochastische Analysis | de |
| tub.affiliation.institute | Inst. Mathematik | de |
| tub.publisher.universityorinstitution | Technische Universität Berlin | en |