State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution

DOI10.1007/s11009-019-09746-0zbMath1460.60074arXiv1910.03366OpenAlexW2988532309WikidataQ114224855 ScholiaQ114224855MaRDI QIDQ2218826

James Ledoux, Loïc Hervé

Publication date: 18 January 2021

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.03366

zbMATH Keywords

rate of convergenceMarkov chainautoregressive models

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation

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