Polynomial convergence rates of Markov chains

DOI10.1214/aoap/1015961162zbMath1012.60062MaRDI QIDQ1872407

Gareth O. Roberts, Søren Fiig Jarner

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015961162

zbMATH Keywords

Markov chains; polynomial convergence; central limit theorems; independence sampler; Foster-Lyapunov drift conditions

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Related Items

Asymptotic Normality of Discrete-Time Markov Control Processes, WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS, Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms, Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes, A regeneration proof of the central limit theorem for uniformly ergodic Markov chains, Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm, Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae, Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm, Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II, Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times, Quantitative non-geometric convergence bounds for independence samplers, Subgeometric ergodicity of strong Markov processes, Limit theorems for some adaptive MCMC algorithms with subgeometric kernels, Bounds on regeneration times and limit theorems for subgeometric Markov chains, Subgeometric ergodicity for continuous-time Markov chains, Augmented truncation approximations of discrete-time Markov chains, Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes, State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains, Honest exploration of intractable probability distributions via Markov chain Monte Carlo., Practical drift conditions for subgeometric rates of convergence., Several types of convergence rates of the \(M/G/1\) queueing system, Nonasymptotic bounds on the estimation error of MCMC algorithms, On geometric and algebraic transience for discrete-time Markov chains, Subgeometric rates of convergence of Markov processes in the Wasserstein metric, Perfect simulation for a class of positive recurrent Markov chains, Convergence rates in monotone separable stochastic networks, Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes., Polynomial ergodicity of Markov transition kernels., Explicit convergence rates of the embedded \(\mathrm{M}/\mathrm{G}/1\) queue, Maximal coupling procedure and stability of discrete Markov chains. I, Maximal coupling procedure and stability of discrete Markov chains. II, An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition, Additive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death Processes, Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion), Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm
• Markov chains for exploring posterior distributions. (With discussion)
• Rates of convergence of the Hastings and Metropolis algorithms
• A Liapounov bound for solutions of the Poisson equation
• Markov Chains and De-initializing Processes
• General Irreducible Markov Chains and Non-Negative Operators
• Stability of Markovian processes I: criteria for discrete-time Chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Stability and convergence of moments for multiclass queueing networks via fluid limit models