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 . There are several sufficient conditions in the literature which guarantee convergence of all or -almost all transition probabilities to 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 -almost all transition probabilities. In addition, we discuss so-called generalized couplings.
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}
}