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On improved bounds and conditions for the convergence of Markov chains
- Source :
- Izvestiya: Mathematics. 86:92-125
- Publication Year :
- 2022
- Publisher :
- IOP Publishing, 2022.
-
Abstract
- We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The setting is more general than in previous papers: we are able to get rid of the assumption about a common dominating measure and consider the case of inhomogeneous Markov chains as well as more general state spaces. We give examples where the new bound for the rate of convergence is the same as (resp. better than) the classical Markov–Dobrushin inequality.
Details
- ISSN :
- 14684810 and 10645632
- Volume :
- 86
- Database :
- OpenAIRE
- Journal :
- Izvestiya: Mathematics
- Accession number :
- edsair.doi...........7e2991c39afee2e2b0862d01039d370b