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February 2002 Polynomial Convergence Rates of Markov Chains
Søren F. Jarner, Gareth O. Roberts
Ann. Appl. Probab. 12(1): 224-247 (February 2002). DOI: 10.1214/aoap/1015961162

Abstract

In this paper we consider Foster–Liapounov-type drift conditions for Markov chains which imply polynomial rate convergence to stationarity in appropriate V-norms. We also show how these results can be used to prove central limit theorems for functions of the Markov chain. We consider two examples concerning random walks on the half line and the independence sampler.

Citation

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Søren F. Jarner. Gareth O. Roberts. "Polynomial Convergence Rates of Markov Chains." Ann. Appl. Probab. 12 (1) 224 - 247, February 2002. https://doi.org/10.1214/aoap/1015961162

Information

Published: February 2002
First available in Project Euclid: 12 March 2002

zbMATH: 1012.60062
MathSciNet: MR1890063
Digital Object Identifier: 10.1214/aoap/1015961162

Subjects:
Primary: 60J05 , 60J10

Keywords: central limit theorems , Foster-Liapounov drift conditiosn , independence sampler , Markov chains , Polynomial convergence

Rights: Copyright © 2002 Institute of Mathematical Statistics

Vol.12 • No. 1 • February 2002
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