Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination
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Abstract: In this note, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete time parameter to its invariant measure in the -norm. We clarify how three typical subgeometric rates of convergence are inherited under a discrete time version of Bochner's subordination. The crucial point is to establish the corresponding moment estimates for discrete time subordinators under some reasonable conditions on the underlying Bernstein function.
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Cited in
(7)- Transition probability estimates for subordinate random walks
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
- On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic
- Correction to: ``Subgeometric rates of convergence for Markov processes under subordination
- Subgeometric rates of convergence for Markov processes under subordination
- Convergence rates in geometric ergodicity for discrete-time Markov chains
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