Bounds in total variation distance for discrete-time processes on the sequence space

Bounds in total variation distance for discrete-time processes on the sequence space

Let ℙ and ℙ~ be the laws of two discrete-time stochastic processes defined on the sequence space Sℕ, where S is a finite set of points. In this paper we derive a bound on the total variation distance d TV(ℙ, ℙ~) in terms of the cylindrical projections of ℙ and ℙ~. We apply the result to Markov chain...

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Bibliographic Details
Main Authors: Flint, Ian, Privault, Nicolas, Torrisi, Giovanni Luca
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2020
Subjects:
Science::Mathematics
Total Variation Distance
Markov Chains
Online Access:https://hdl.handle.net/10356/137236
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Institution: Nanyang Technological University
Language: English

Internet

https://hdl.handle.net/10356/137236

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