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Polynomial convergence rates of Markov chains.

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Published
  • Søren F. Jarner
  • Gareth O. Roberts
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<mark>Journal publication date</mark>02/2002
<mark>Journal</mark>Annals of Applied Probability
Issue number1
Volume12
Number of pages24
Pages (from-to)224-247
Publication StatusPublished
<mark>Original language</mark>English

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.