Subgeometric ergodicity of Markov chains

DOI10.1007/0-387-36062-X_2MaRDI QIDQ3416884zbMATH OpenOpenAlexFDO

Authors Randal Douc, Philippe Soulier, Eric Moulines

Publication date 9 January 2007

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.1837

zbMATH Keywords

Foster-Lyapunov drift conditionrate of convergencestochastically monotone chains

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Abstract: The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof, based on coupling, provides an intuitive understanding of the results of Nummelin and Tuominen (1983) and Tuominen and Tweedie (1994). To obtain practical rates, a very general drift condition, recently introduced in Douc et al (2004) is used.

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Cited in

(12)

• Substochastic semigroups and densities of piecewise deterministic Markov processes
• Normal sequences for Markov shifts and intrinsically ergodic subshifts
• Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions
• Subgeometric ergodicity under random-time state-dependent drift conditions
• \(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations
• On sub-geometric ergodicity of diffusion processes
• MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY
• Subgeometric rates of convergence for a class of continuous-time Markov process
• Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
• Subgeometric ergodicity of strong Markov processes
• Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel
• The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory

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