Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination

DOI10.1007/S10959-019-00879-ZzbMATH Open1431.60069arXiv1706.05533OpenAlexW2963426529WikidataQ128592493 ScholiaQ128592493MaRDI QIDQ2297335FDOQ2297335

Authors: Chang-Song Deng 

Publication date: 18 February 2020

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

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 $f$-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.

Full work available at URL: https://arxiv.org/abs/1706.05533

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zbMATH Keywords

Markov chainrate of convergencesubordinationBernstein functionmoment estimate

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

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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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