Exponential convergence rates of Markov chains under a weaken minorization condition

DOI10.1007/s10114-018-7541-8zbMath1404.60100OpenAlexW2901009862WikidataQ115606157 ScholiaQ115606157MaRDI QIDQ1633868

Xin Yu Wang, Shu-Lan Hu

Publication date: 21 December 2018

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-018-7541-8

zbMATH Keywords

convergence ratesMarkov chainscoupling methodanalytic approach

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• Quantitative bounds on convergence of time-inhomogeneous Markov chains
• Quantitative convergence rates of Markov chains: A simple account
• Quantitative bounds for convergence rates of continuous time Markov processes
• Computable convergence rates for sub-geometric ergodic Markov chains
• Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
• Markov Chains and Stochastic Stability
• Eigenvalues, Inequalities, and Ergodic Theory
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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