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On improved bounds and conditions for the convergence of Markov chains
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Veretennikov, A. Yu. and Veretennikova, M. (2022) On improved bounds and conditions for the convergence of Markov chains. Izvestiya: Mathematics, 86 (1). pp. 92-125. doi:10.1070/IM9076 ISSN 1064-5632.
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Official URL: http://dx.doi.org/10.1070/IM9076
Abstract
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The setting is more general than in previous papers: we are able to get rid of the assumption about a common dominating measure and consider the case of inhomogeneous Markov chains as well as more general state spaces. We give examples where the new bound for the rate of convergence is the same as (resp. better than) the classical Markov–Dobrushin inequality.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||
Journal or Publication Title: | Izvestiya: Mathematics | ||||
Publisher: | Turpion Ltd. | ||||
ISSN: | 1064-5632 | ||||
Official Date: | February 2022 | ||||
Dates: |
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Volume: | 86 | ||||
Number: | 1 | ||||
Page Range: | pp. 92-125 | ||||
DOI: | 10.1070/IM9076 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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