Abstract
The main object of this chapter is to prove the convergence of the iterates of a positive recurrent atomic Markov kernel to its invariant probability measure. This will be done by two different methods: application of renewal theory and coupling techniques.
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Douc, R., Moulines, E., Priouret, P., Soulier, P. (2018). Convergence of 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_8
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DOI: https://doi.org/10.1007/978-3-319-97704-1_8
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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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