Subgeometric rates of convergence of f -ergodic Markov chains
نویسنده
چکیده
We study bounds on the rate of convergence of aperiodic Markov chains on a general state space to the stationary distribution. Our results generalize previous results on convergence rates for Markov chains [23]. We also improve results from [9] on convergence rates in the local renewal theorem. The results are applied to delayed random walks.
منابع مشابه
Subgeometric Rates of Convergence for a Class of Continuous-time Markov Process
Let ( t )t∈R+ be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure π . We investigate the rates of convergence of the transition function P t (x, ·) to π ; specifically, we find conditions under which r(t)‖P t (x, ·)−π‖ → 0 as t → ∞, for suitable subgeometric rate functions r(t), where ‖ · ‖ denotes the usual total variation norm for a ...
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تاریخ انتشار 2006