NDLI: Quantitative Convergence Rates for Subgeometric Markov Chains

Content Provider	Scilit
Author	Andrieu, Christophe Fort, Gersende Vihola, Matti
Copyright Year	2015
Description	We provide explicit expressions for the constants involved in the characterisation of ergodicity of subgeometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation conditions. The results are fundamental for the study of some algorithms where uniform bounds for these constants are needed for a family of Markov kernels. Our results accommodate also some classes of inhomogeneous chains.
Related Links	http://arxiv.org/pdf/1309.0622.pdf http://journals.cambridge.org/article_S0021900200012535
Ending Page	404
Page Count	14
Starting Page	391
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200012535
Journal	Journal of applied probability
Issue Number	2
Volume Number	52
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2015-06-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Mathematical Physics Subgeometric Ergodicity Polynomial Ergodicity
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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Quantitative Convergence Rates for Subgeometric Markov Chains