Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination

Chang-Song Deng

Published 2017-06-17Version 1

In this note, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete time parameter to its invariant measure in the $f$-norm. We clarify how three typical subgeometric rates of convergence are inherited under a discrete time version of Bochner's subordination. The crucial point is to establish the corresponding moment estimates for discrete time subordinators under some reasonable conditions on the underlying Bernstein function.