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

DOI10.1214/23-ECP566MaRDI QIDQ6177623zbMATH OpenFDO

Authors Loïc Hervé, James Ledoux

Publication date 17 January 2024

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

Full work available at URL https://doi.org/10.1214/23-ECP566

zbMATH Keywords

drift conditionsinvariant probability measurerate of convergenceresidual kernelsmall set

Mathematics Subject Classification ID

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

Recommendations

• Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
• Rates of convergence for everywhere-positive Markov chains
• Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
• Subgeometric ergodicity of Markov chains

Cites work

• Error bounds for augmented truncation approximations of Markov chains via the perturbation method
• General Irreducible Markov Chains and Non-Negative Operators
• scientific article; zbMATH DE number 3909469 (Why is no real title available?)
• scientific article; zbMATH DE number 1025906 (Why is no real title available?)
• Markov Chains
• Markov chains and stochastic stability
• Polynomial convergence rates of Markov chains
• Practical drift conditions for subgeometric rates of convergence.

Cited in

(2)

• Computable bounds for solutions to Poisson's equation and perturbation of Markov kernels
• Polynomial convergence rates for Markov kernels under nested modulated drift conditions

This page was built for publication: Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6177623)