arXiv:2006.12134 Abstract | arXiv Analytics

arXiv:2006.12134 [math.PR]Abstract References Reviews Resources

On improved convergence conditions and bounds for Markov chains

A. Yu. Veretennikov, M. A. Veretennikova

Published 2020-06-22Version 1

Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples are provided where the new bounds are better and where they give the same convergence rate as in the classical Markov -- Dobrushin inequality (in the homogeneous case).

Comments: 30 pages, 24 references

Categories: math.PR

Subjects: 60J05, 60J10

Keywords: convergence conditions, ergodic markov chains, analogous convergence results, non-homogeneous markov chains, convergence rate

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