This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just for reversible chains), some old and some new, in terms of such notions as convergence bounds, drift conditions, spectral properties, etc., with different assumptions about the distance metric used, finiteness of function moments, initial distribution, uniformity of bounds, and more. Proofs of the connections between the different conditions are provided, mostly self-contained but using some results from the literature where appropriate.Comment: 30 pages. Two additional equivalences added after publicati...
grantor: University of TorontoQuantitative geometric rates of convergence for reversible M...
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theore...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as ...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
In this paper we survey approaches to studying the ergodicity of aperiodic and irre-ducible Markov c...
AbstractThis paper discusses quantitative bounds on the convergence rates of Markov chains, under co...
This article studies the convergence properties of trans-dimensional MCMC algorithms when the total ...
AbstractQuantitative geometric rates of convergence for reversible Markov chains are closely related...
AbstractWe consider a form of state-dependent drift condition for a general Markov chain, whereby th...
We establish general conditions under which Markov chains produced by the Hamiltonian Monte Carlo me...
We study the ergodic behaviour of a discrete-time process X which is a Markov chain in a stationary ...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
grantor: University of TorontoQuantitative geometric rates of convergence for reversible M...
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theore...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as ...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
In this paper we survey approaches to studying the ergodicity of aperiodic and irre-ducible Markov c...
AbstractThis paper discusses quantitative bounds on the convergence rates of Markov chains, under co...
This article studies the convergence properties of trans-dimensional MCMC algorithms when the total ...
AbstractQuantitative geometric rates of convergence for reversible Markov chains are closely related...
AbstractWe consider a form of state-dependent drift condition for a general Markov chain, whereby th...
We establish general conditions under which Markov chains produced by the Hamiltonian Monte Carlo me...
We study the ergodic behaviour of a discrete-time process X which is a Markov chain in a stationary ...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
grantor: University of TorontoQuantitative geometric rates of convergence for reversible M...
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theore...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...