On the α -lazy version of Markov chains in estimation and testing problems

Sela Fried

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


Given access to a single long trajectory generated by an unknown irreducible Markov chain M, we simulate an α-lazy version of M which is ergodic. This enables us to generalize recent results on estimation and identity testing, that were stated for ergodic Markov chains, in a way that allows fully empirical inference. In particular, our approach shows that the pseudo spectral gap introduced by Paulin (Electron J Probab 20:32, 2015) and defined for ergodic Markov chains may be given a meaning already in the case of irreducible but possibly periodic Markov chains.

Original languageEnglish
Pages (from-to)413-435
Number of pages23
JournalStatistical Inference for Stochastic Processes
Issue number2
StatePublished - 1 Jul 2023


  • Estimation
  • Identity testing
  • Markov chains
  • Pseudo spectral gap

ASJC Scopus subject areas

  • Statistics and Probability


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