Abstract
In this chapter we will complement the results obtained in Chapter 8 on the convergence of the distribution of the nth iterate of a positive recurrent atomic Markov chain to its invariant distribution. We will go beyond the geometric and polynomial rates of convergence considered in Section 8.3. In Section 13.1, we will introduce general subgeometric rates, which include the polynomial rate.
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Douc, R., Moulines, E., Priouret, P., Soulier, P. (2018). Rates of Convergence for Atomic Markov Chains. In: Markov Chains. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-97704-1_13
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DOI: https://doi.org/10.1007/978-3-319-97704-1_13
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-97703-4
Online ISBN: 978-3-319-97704-1
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