Abstract
In this paper, we give quantitative bounds on the f-total variation distance from convergence of a Harris recurrent Markov chain on a given state space under drift and minorization conditions implying ergodicity at a subgeometric rate. These bounds are then specialized to the stochastically monotone case, covering the case where there is no minimal reachable element. The results are illustrated with two examples, from queueing theory and Markov Chain Monte Carlo theory.
| Original language | English |
|---|---|
| Pages (from-to) | 831-848 |
| Number of pages | 18 |
| Journal | Bernoulli |
| Volume | 13 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Dec 2007 |
Keywords
- Markov chains
- Rates of convergence
- Stochastic monotonicity
Fingerprint
Dive into the research topics of 'Computable convergence rates for sub-geometric ergodic Markov chains'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver