Convergence of Atomic Markov Chains

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

Abstract

The main object of this chapter is to prove the convergence of the iterates of a positive recurrent atomic Markov kernel to its invariant probability measure. This will be done by two different methods: application of renewal theory and coupling techniques.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages165-189
Number of pages25
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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