Spelling suggestions: "subject:"MSC 60005, 60999, 60999"" "subject:"MSC 60005, 60999, 601999""
1 |
On the Approximation of finite Markov-exchangeable processes by mixtures of Markov ProcessesPötzelberger, Klaus January 1991 (has links) (PDF)
We give an upper bound for the norm distance of (0,1) -valued Markov-exchangeable random variables to mixtures of distributions of Markov processes. A Markov-exchangeable random variable has a distribution that depends only on the starting value and the number of transitions 0-0, 0-1, 1-0 and 1-1. We show that if, for increasing length of variables, the norm distance to mixtures of Markov processes goes to 0, the rate of this convergence may be arbitrarily slow. (author's abstract) / Series: Forschungsberichte / Institut für Statistik
|
Page generated in 0.0741 seconds