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Two ergodicity criteria for stochastically recursive sequences

  • Part II: Coupling and Regeneration
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Abstract

We prove two criteria for so-called coupling- and strong coupling-convergence of stochastically recursive sequences.

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Authors and Affiliations

  1. Institute of Mathematics, 630090, Novosibirsk, Russia

    A. Borovkov

  2. Novosibirsk State University, 630090, Novosibirsk, Russia

    S. G. Foss

Authors
  1. A. Borovkov
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  2. S. G. Foss
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Borovkov, A., Foss, S.G. Two ergodicity criteria for stochastically recursive sequences. Acta Applicandae Mathematicae 34, 125–134 (1994). https://doi.org/10.1007/BF00994261

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  • DOI: https://doi.org/10.1007/BF00994261

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