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Convergence in the Wasserstein Distance

  • Sorbonne Université
  • Université Paris-Nanterre

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

In the previous chapters, we obtained rates of convergence in the total variation distance of the iterates (Formula Presented) of an irreducible positive Markov kernel P to its unique invariant measure (Formula Presented) for (Formula Presented) -almost every (Formula Presented) if the kernel P is irreducible and positive Harris recurrent. Conversely, convergence in the total variation distance for all (Formula Presented) entails irreducibility and that (Formula Presented) be a maximal irreducibility measure.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages455-488
Number of pages34
DOIs
Publication statusPublished - 1 Jan 2018

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

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