在Markov链Monte Carlo应用中的一个具体情形是具有连续状态空间的Markov链由具有有限状态空间的Markov链逼近.定义了Prohorov度量的一个参数形式,得到了闭逼近的一个简单充分条件,并证明了这个定理,它表明了三种不同的逼近状况的存在性.
In Markov chain Monte Carlo's applications, a specific situation is a Markov chain with continuous state space which is approximated by one with finite state space. We have defined a parametric version of the Prohorov metric, and derived a simple sufficient condition for close approximation and proved the theorem, which indicates the existence of three distinct approximation regimes.