State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

Stephen B. Connor, Gersende Fort

Published 2009-01-16, updated 2009-09-03Version 2

We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed by Connor & Kendall (2007) concerning the existence of so-called 'tame' Markov chains. Furthermore, we show that our 'subsampled drift condition' implies the existence of finite moments for the return time to a small set.