Subgeometric ergodicity of Markov chains

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dc.creatorDouc, Randal
dc.creatorMoulines, Eric
dc.creatorSoulier, Philippe
dc.date2007-06-13
dc.date.accessioned2026-07-07T08:09:47Z
dc.date.available2026-07-07T08:09:47Z
dc.descriptionThe 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.
dc.identifierhttps://arxiv.org/abs/0706.1837
dc.identifierhttp://arxiv.org/abs/0706.1837
dc.identifierDependence in probability and statistics, Springer (Ed.) (2006) 55--64
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131642
dc.subjectStatistics Theory
dc.titleSubgeometric ergodicity of Markov chains
dc.typetext

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