Quantitative bounds on convergence of time-inhomogeneous Markov chains (Q1769405): Difference between revisions

This paper studies convergence rates for (discrete-time) time-homogeneous and time-inhomoge\-neous Markov chains in general state spaces. Under minorization and drift conditions, computable bounds in \(f\)-norm for the convergence rates are obtained by using a coupling approach. The results are generalization of those by \textit{J. S. Rosenthal} [J. Am. Stat. Assoc. 90, 558--566 (1995; Zbl 0824.60077)]. In particular, the results for time-inhomogeneous Markov chains are applied to simulated annealing algorithms for continuous global optimization.