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Acta Mathematica Sinica, English Series

, Volume 34, Issue 12, pp 1829–1836 | Cite as

Exponential Convergence Rates of Markov Chains under a Weaken Minorization Condition

  • Shu Lan Hu
  • Xin Yu WangEmail author
Article
  • 17 Downloads

Abstract

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.

Keywords

Convergence rates Markov chains coupling method analytic approach 

MR(2010) Subject Classification

60J05 62M05 

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Notes

Acknowledgements

The authors would like to thank Prof. Liming WU for lots of helpful comments.

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Copyright information

© Institute of Mathematics, Academy of Mathematics and Systems Science (CAS), Chinese Mathematical Society (CAS) and Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of Statistics and MathematicsZhongnan University of Economics and LawWuhanP. R. China
  2. 2.School of Mathematics and StatisticsHuazhong University of Science and TechnologyWuhanP. R. China

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