Polynomial convergence rates of Markov chains.

Jarner, Søren F. and Roberts, Gareth O. (2002) Polynomial convergence rates of Markov chains. Annals of Applied Probability, 12 (1). pp. 224-247. ISSN 1050-5164

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Abstract

In this paper we consider Foster–Liapounov-type drift conditions for Markov chains which imply polynomial rate convergence to stationarity in appropriate V-norms. We also show how these results can be used to prove central limit theorems for functions of the Markov chain. We consider two examples concerning random walks on the half line and the independence sampler.

Item Type:

Journal Article

Journal or Publication Title:

Annals of Applied Probability

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

?? markov chainsfoster-liapounov drift conditiosnpolynomial convergencecentral limit theoremsindependence samplerstatistics and probabilitystatistics, probability and uncertaintyqa mathematics ??

Departments:

Faculty of Science and Technology > Lancaster Environment Centre

ID Code:

19287

Deposited By:

ep_ss_importer

Deposited On:

20 Nov 2008 11:55

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 09:42

URI:

https://eprints.lancs.ac.uk/id/eprint/19287