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Quantitative convergence rates for sub-geometric Markov chains

Published 3 Sep 2013 in math.PR | (1309.0622v2)

Abstract: We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation conditions. The result is fundamental for the study of some algorithms where uniform bounds for these constants are needed for a family of Markov kernels. Our result accommodates also some classes of inhomogeneous chains.

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