Uniqueness in g-measures
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Description
Using coupling techniques extending ideas from Harris (1955 Pacific J. Math. 5 707-24), we prove uniqueness in g-measures and give estimates of the rates of convergence for the associated Markov chains, for strictly positive continuous g-functions under a weak regularity condition. Our regularity condition is weaker than the earlier weakest known conditions for uniqueness (Harris T E 1955 Pacific J. Math. 5 707-24; Iosifescu M and Spǎtaru A 1973 Z. Wahrscheinlichkeitstheorie und Verw. Gebiete...[Show more]
Collections | ANU Research Publications |
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Date published: | 2003 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/88387 |
Source: | Nonlinearity |
DOI: | 10.1088/0951-7715/16/2/301 |
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