Quantitative Convergence Rates for Subgeometric Markov Chains

DOI10.1239/jap/1437658605zbMath1323.60090arXiv1309.0622WikidataQ110234262 ScholiaQ110234262MaRDI QIDQ2949844

Matti Vihola, Christophe Andrieu, Gersende Fort

Publication date: 2 October 2015

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

Full work available at URL: https://arxiv.org/abs/1309.0622

zbMATH Keywords

Markov chains; polynomial ergodicity; subgeometric ergodicity

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

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

Related Items

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

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