Subgeometric ergodicity of Markov chains

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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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Statistics Theory

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http://salesiana.dossiersoluciones.com/handle/123456789/131642

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0706.1837
 http://arxiv.org/abs/0706.1837
 Dependence in probability and statistics, Springer (Ed.) (2006) 55--64

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arXiv