On improved convergence conditions and bounds for Markov chains
Probability
2022-09-27 v5
Abstract
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples are provided where the new bounds are better and where they give the same convergence rate as in the classical Markov -- Dobrushin inequality.
Cite
@article{arxiv.2006.12134,
title = {On improved convergence conditions and bounds for Markov chains},
author = {A. Yu. Veretennikov and M. A. Veretennikova},
journal= {arXiv preprint arXiv:2006.12134},
year = {2022}
}
Comments
35 pages, 25 references