Uniform coupling of non-homogeneous Markov chains

1 March 1975

journal article
research article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 12 (04) , 753-762
https://doi.org/10.1017/s0021900200048713

Abstract

The Markov-Dobrushin condition for (weak) ergodicity of non-homogeneous discrete-time Markov chains, and an analogous criterion for continuous chains, are derived by means of coupling techniques.

Keywords

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