On the Approximation of finite Markov-exchangeable processes by mixtures of Markov Processes

1991/01/01 by Klaus Pötzelberger, Pötzelberger, Klaus
Computer Science · #Bayesian Methods and Mixture Models

paper · pdf · doi:10.57938/63bcae6b-a087-4ce2-82c2-6e63ae1b8094

openalex publication_date 1991/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Abstract

We give an upper bound for the norm distance of (0,1) -valued Markov-exchangeable random variables to mixtures of distributions of Markov processes. A Markov-exchangeable random variable has a distribution that depends only on the starting value and the number of transitions 0-0, 0-1, 1-0 and 1-1. We show that if, for increasing length of variables, the norm distance to mixtures of Markov processes goes to 0, the rate of this convergence may be arbitrarily slow. (author's abstract)

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