Exponential convergence rates of Markov chains under a weaken minorization condition

DOI10.1007/S10114-018-7541-8MaRDI QIDQ1633868zbMATH OpenOpenAlexWikidataFDO

Authors 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

analytic approachconvergence ratescoupling methodMarkov chains

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(4)

• Quantitative bounds for convergence rates of continuous time Markov processes
• On the limitations of single-step drift and minorization in Markov chain convergence analysis
• Exponential convergence rates for stochastically ordered Markov processes under perturbation
• scientific article; zbMATH DE number 2109310 (Why is no real title available?)

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