Exponential Convergence Rates of Markov Chains under a Weaken Minorization Condition

Authors
Hu, Shu Lan Wang, Xin Yu
Citation
Hu, Shu Lan et Wang, Xin Yu, Exponential Convergence Rates of Markov Chains under a Weaken Minorization Condition, Acta mathematica Sinica. English series (Print) , 34(12), 2018, pp. 1829-1836
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
34
Issue
12
Year of publication
2018
Pages
1829 - 1836
Database
ACNP
SICI code
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.