Quantitative convergence rates of Markov chains: A simple account

DOI10.1214/ECP.V7-1054zbMath1013.60053OpenAlexW2154409654MaRDI QIDQ1860589

Jeffrey S. Rosenthal

Publication date: 25 February 2003

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122682

zbMATH Keywords

Markov chainconvergence ratemixing timedrift conditiontotal variation distanceminorisation condition

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

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