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

DOI10.2307/3215373MaRDI QIDQ4358583zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ergodicityMarkov chainrate of convergence

Mathematics Subject Classification ID

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

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• 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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