{
  "id": "1706.05533",
  "version": "v1",
  "published": "2017-06-17T13:28:03.000Z",
  "updated": "2017-06-17T13:28:03.000Z",
  "title": "Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination",
  "authors": [
    "Chang-Song Deng"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-06-17T13:28:03.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "discrete time markov chains",
      "discrete time subordination",
      "subgeometric rate",
      "convergence",
      "discrete time parameter"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}