Resource title

On the Approximation of finite Markov-exchangeable processes by mixtures of Markov Processes

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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

Resource author

Klaus Pötzelberger

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Resource language

en

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application/pdf

Resource resource URL

http://epub.wu.ac.at/526/1/document.pdf

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