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arXiv · 0706.1837

Subgeometric ergodicity of Markov chains

Randal Douc·Eric Moulines·Philippe Soulier
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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.

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Randal Douc, Eric Moulines, Philippe Soulier. 2007-06-13. Subgeometric ergodicity of Markov chains. https://arxiv.org/abs/0706.1837

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