English

Convergence of Markov chain transition probabilities

Probability 2025-08-29 v2

Abstract

Consider a discrete time Markov chain with rather general state space which has an invariant probability measure μ\mu. There are several sufficient conditions in the literature which guarantee convergence of all or μ\mu-almost all transition probabilities to μ\mu in the total variation (TV) metric: irreducibility plus aperiodicity, equivalence properties of transition probabilities, or coupling properties. In this work, we review and improve some of these criteria in such a way that they become necessary and sufficient for TV convergence of all respectively μ\mu-almost all transition probabilities. In addition, we discuss so-called generalized couplings.

Keywords

Cite

@article{arxiv.2004.10235,
  title  = {Convergence of Markov chain transition probabilities},
  author = {Michael Scheutzow and Juni Schindler},
  journal= {arXiv preprint arXiv:2004.10235},
  year   = {2025}
}
R2 v1 2026-06-23T15:00:36.700Z