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• W3100144410 abstract "We present a new drift condition which implies rates of convergence to the stationary distribution of the iterates of a ψ-irreducible aperiodic and positive recurrent transition kernel. This condition, extending a condition introduced by Jarner and Roberts [Ann. Appl. Probab. 12 (2002) 224–247] for polynomial convergence rates, turns out to be very convenient to prove subgeometric rates of convergence. Several applications are presented including nonlinear autoregressive models, stochastic unit root models and multidimensional random walk Hastings–Metropolis algorithms." @default.
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• W3100144410 date "2004-08-01" @default.
• W3100144410 modified "2023-10-16" @default.
• W3100144410 title "Practical drift conditions for subgeometric rates of convergence" @default.
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• W3100144410 doi "https://doi.org/10.1214/105051604000000323" @default.
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