Subgeometric ergodicity of Markov chains
Statistics Theory
2007-06-14 v1 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.0706.1837,
title = {Subgeometric ergodicity of Markov chains},
author = {Randal Douc and Eric Moulines and Philippe Soulier},
journal= {arXiv preprint arXiv:0706.1837},
year = {2007}
}