6533b825fe1ef96bd12827cd

RESEARCH PRODUCT

QUANTITATIVE CONVERGENCE RATES FOR SUBGEOMETRIC MARKOV CHAINS

Matti ViholaGersende FortChristophe Andrieu

subject

Discrete mathematicsStatistics and ProbabilityMarkov chain mixing timeMarkov chainVariable-order Markov modelGeneral Mathematicsta111Markov chain010102 general mathematicsErgodicity01 natural sciencesInhomogeneous010104 statistics & probability60J05Polynomial ergodicitySubgeometric ergodicityConvergence (routing)60J22Examples of Markov chainsStatistical physics0101 mathematicsStatistics Probability and UncertaintyMathematics

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.

yearjournalcountryeditionlanguage
2015-06-01
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