Exponential Convergence Rates of Markov Chains under a Weaken Minorization Condition
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In this paper, we obtain the quantitative bound of the exponential convergence rates of Markov chains under a weaken minorization condition, using the coupling method and the analytic approach. And also, we obtain the convergence rates for continuous time Markov processes.
KeywordsConvergence rates Markov chains coupling method analytic approach
MR(2010) Subject Classification60J05 62M05
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The authors would like to thank Prof. Liming WU for lots of helpful comments.
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