Polynomial Convergence Rates of Markov Chains

Authors
Jarner, Søren F. Roberts, Gareth O.
Citation
F. Jarner, Søren et O. Roberts, Gareth, Polynomial Convergence Rates of Markov Chains, Annals of applied probability , 12(1), 2002, pp. 224-247
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
12
Issue
1
Year of publication
2002
Pages
224 - 247
Database
ACNP
SICI code
Abstract
In this paper we consider Foster.Liapounov-type drift conditions for Markov chains which imply polynomial rate convergence to stationarity in appropriate V-norms. We also show how these results can be used to prove central limit theorems for functions of the Markov chain. We consider two examples concerning random walks on the half line and the independence sampler.