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arXiv · 1610.02532

On uniform closeness of local times of Markov chains and i.i.d. sequences

Diego F. de Bernardini·Christophe Gallesco·Serguei Popov
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Abstract

In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of $n$ i.i.d. random variables with law given by the invariant measure of that Markov chain. The proof of this result uses a refinement of the soft local time method of [11].

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Diego F. de Bernardini, Christophe Gallesco, Serguei Popov. 2019-03-21. On uniform closeness of local times of Markov chains and i.i.d. sequences. https://doi.org/10.1016/j.spa.2017.10.015

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