Bounds in total variation distance for discrete-time processes on the sequence space
Let P and P' be the laws of two discrete-time stochastic processes defined on the sequence
space S, where S is a finite set of points. In this paper we derive a bound on the total variation
distance dTV(P,P') in terms of the cylindrical projections of P and P'. We apply the
result to Markov chains with finite state space and random walks on Z with not necessarily
independent increments, and we consider several examples.






