{ "id": "0901.2453", "version": "v2", "published": "2009-01-16T11:00:11.000Z", "updated": "2009-09-03T16:10:06.000Z", "title": "State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains", "authors": [ "Stephen B. Connor", "Gersende Fort" ], "comment": "20 pages, LaTeX: paper reduced in length", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v2", "updated": "2009-09-03T16:10:06.000Z" } ], "analyses": { "subjects": [ "60J10", "37A25" ], "keywords": [ "state-dependent foster-lyapunov criteria", "subgeometric convergence", "geometric foster-lyapunov condition", "deterministic time satisfies", "general markov chain" ], "note": { "typesetting": "LaTeX", "pages": 20, "language": "en", "license": "arXiv", "status": "editable" } } }