Rates of memory loss for null recurrent Markov chains
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866915107568615424 |
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| author | Chevyrev, Ilya Korepanov, Alexey |
| author_facet | Chevyrev, Ilya Korepanov, Alexey |
| contents | Orey (1962) proved that for an irreducible, aperiodic, and recurrent Markov chain with transition operator $P$, the sequence $P^n (μ- ν)$ converges to zero in total variation for any two probability measures $μ$ and $ν$. In other words, all such Markov chains exhibit memory loss. While the rates of memory loss have been extensively studied for positive recurrent chains, there is a surprising lack of results for null recurrent chains. In this work, we prove the first estimates of memory loss rates in the null recurrent case. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2501_10169 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Rates of memory loss for null recurrent Markov chains Chevyrev, Ilya Korepanov, Alexey Probability Dynamical Systems 60J05, 60K05, 40E05 Orey (1962) proved that for an irreducible, aperiodic, and recurrent Markov chain with transition operator $P$, the sequence $P^n (μ- ν)$ converges to zero in total variation for any two probability measures $μ$ and $ν$. In other words, all such Markov chains exhibit memory loss. While the rates of memory loss have been extensively studied for positive recurrent chains, there is a surprising lack of results for null recurrent chains. In this work, we prove the first estimates of memory loss rates in the null recurrent case. |
| title | Rates of memory loss for null recurrent Markov chains |
| topic | Probability Dynamical Systems 60J05, 60K05, 40E05 |
| url | https://arxiv.org/abs/2501.10169 |