In this paper we consider Foster–Liapounov-type drift conditions for Markov chains which imply polynomial rate convergence to stationarity in appropriate V-norms. We also show how these results can be used to prove central limit theorems for functions of the Markov chain. We consider two examples concerning random walks on the half line and the independence sampler
grantor: University of TorontoQuantitative geometric rates of convergence for reversible M...
This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach ...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
In this paper we consider Foster–Liapounov-type drift conditions for Markov chains which imply polyn...
AbstractCentral limit theorems are proved for Markov chains on the nonnegative integers that are hom...
This paper discusses quantitative bounds on the convergence rates of Markov chains, under conditions...
. We develop quantitative bounds on rates of convergence for continuoustime Markov processes on gene...
We consider symmetric Markov chains on the integer lattice that possibly have arbitrarily large jump...
AbstractWe investigate random walks (Sn)n∈N0 on the nonnegative integers arising from isotropic rand...
Recent results for geometrically ergodic Markov chains show that there exist constants R ! 1; ae ! 1...
Convergence rates of Markov chains have been widely studied in recent years. In particu-lar, quantit...
International audienceLet Q be a transition probability on a measurable space E which admits an inva...
This article continues work by Alsmeyer and Hoefs (Markov Process Relat. Fields 7 (2001) 325-348) on...
AbstractThis paper is concerned with the type of random walks in two dimensions considered by Malysh...
In this paper we develop tools for analyzing the rate at which a reversible Markov chain converges t...
grantor: University of TorontoQuantitative geometric rates of convergence for reversible M...
This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach ...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
In this paper we consider Foster–Liapounov-type drift conditions for Markov chains which imply polyn...
AbstractCentral limit theorems are proved for Markov chains on the nonnegative integers that are hom...
This paper discusses quantitative bounds on the convergence rates of Markov chains, under conditions...
. We develop quantitative bounds on rates of convergence for continuoustime Markov processes on gene...
We consider symmetric Markov chains on the integer lattice that possibly have arbitrarily large jump...
AbstractWe investigate random walks (Sn)n∈N0 on the nonnegative integers arising from isotropic rand...
Recent results for geometrically ergodic Markov chains show that there exist constants R ! 1; ae ! 1...
Convergence rates of Markov chains have been widely studied in recent years. In particu-lar, quantit...
International audienceLet Q be a transition probability on a measurable space E which admits an inva...
This article continues work by Alsmeyer and Hoefs (Markov Process Relat. Fields 7 (2001) 325-348) on...
AbstractThis paper is concerned with the type of random walks in two dimensions considered by Malysh...
In this paper we develop tools for analyzing the rate at which a reversible Markov chain converges t...
grantor: University of TorontoQuantitative geometric rates of convergence for reversible M...
This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach ...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
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