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• W2122337269 abstract "We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and Tweedie, and from estimates using coupling, although we start from essentially the same assumptions of a drift condition toward a “small set.” The estimates show a noticeable improvement on existing results if the Markov chain is reversible with respect to its stationary distribution, and especially so if the chain is also positive. The method of proof uses the first-entrance–last-exit decomposition, together with new quantitative versions of a result of Kendall from discrete renewal theory." @default.
• W2122337269 created "2016-06-24" @default.
• W2122337269 creator A5077493453 @default.
• W2122337269 date "2005-02-01" @default.
• W2122337269 modified "2023-10-18" @default.
• W2122337269 title "Renewal theory and computable convergence rates for geometrically ergodic Markov chains" @default.
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• W2122337269 doi "https://doi.org/10.1214/105051604000000710" @default.
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