Abstract
We provide explicit expressions for the constants involved in the characterisation of ergodicity of subgeometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation conditions. The results are fundamental for the study of some algorithms where uniform bounds for these constants are needed for a family of Markov kernels. Our results accommodate also some classes of inhomogeneous chains.
| Original language | English |
|---|---|
| Pages (from-to) | 391-404 |
| Number of pages | 14 |
| Journal | Journal of Applied Probability |
| Volume | 52 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1 Jun 2015 |
Keywords
- Inhomogeneous
- Markov chain
- Polynomial ergodicity
- Subgeometric ergodicity
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