Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel

DOI10.1214/23-ecp566zbMath1530.60060MaRDI QIDQ6177623

James Ledoux, Loïc Hervé

Publication date: 17 January 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceinvariant probability measuresmall setdrift conditionsresidual kernel

Mathematics Subject Classification ID

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

Cites Work

• Markov chains and stochastic stability
• Polynomial convergence rates of Markov chains
• Practical drift conditions for subgeometric rates of convergence.
• General Irreducible Markov Chains and Non-Negative Operators
• Markov Chains
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method
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