Polynomial Convergence Rates of Markov Chains
Authors:
- Søren F. JarnerSJSøren F. Jarner
- Gareth O. RobertsGRGareth O. Roberts
Open Access
- 1 February 2002
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 12 (1) , 224-247
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.Keywords
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