On the rate of convergence of Borovkov's multidimensional ergodic Markov chain

DOI10.2307/3215373zbMATH Open0891.60063OpenAlexW4236265495MaRDI QIDQ4358583FDOQ4358583

Authors: Akio Tanikawa 

Publication date: 19 July 1998

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

Full work available at URL: https://doi.org/10.2307/3215373

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zbMATH Keywords

ergodicityMarkov chainrate of convergence

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (3)

• A note on the geometric ergodicity of a Markov chain
• Convergence in total variation of an affine random recursion in \({[0, p)}^k\) to a uniform random vector
• MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY

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