{ "id": "1905.06145", "version": "v1", "published": "2019-05-15T12:54:20.000Z", "updated": "2019-05-15T12:54:20.000Z", "title": "On convergence rate for homogeneous Markov chains", "authors": [ "Alexander Veretennikov", "Maria Veretennikova" ], "comment": "10 pages, 19 references", "categories": [ "math.PR" ], "abstract": "Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound is compared with the classical Markov -- Dobrushin inequality and with the second eigenvalue of the transition matrix for finite state spaces.", "revisions": [ { "version": "v1", "updated": "2019-05-15T12:54:20.000Z" } ], "analyses": { "subjects": [ "60J05", "60J10" ], "keywords": [ "convergence rate", "finite state spaces", "ergodic homogeneous markov chains", "unique dominated measure", "earlier papers" ], "note": { "typesetting": "TeX", "pages": 10, "language": "en", "license": "arXiv", "status": "editable" } } }