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Polynomial convergence rates of Markov chains.

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Polynomial convergence rates of Markov chains. / Jarner, Søren F.; Roberts, Gareth O.
In: Annals of Applied Probability, Vol. 12, No. 1, 02.2002, p. 224-247.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Jarner, SF & Roberts, GO 2002, 'Polynomial convergence rates of Markov chains.', Annals of Applied Probability, vol. 12, no. 1, pp. 224-247. https://doi.org/10.1214/aoap/1015961162

APA

Jarner, S. F., & Roberts, G. O. (2002). Polynomial convergence rates of Markov chains. Annals of Applied Probability, 12(1), 224-247. https://doi.org/10.1214/aoap/1015961162

Vancouver

Jarner SF, Roberts GO. Polynomial convergence rates of Markov chains. Annals of Applied Probability. 2002 Feb;12(1):224-247. doi: 10.1214/aoap/1015961162

Author

Jarner, Søren F. ; Roberts, Gareth O. / Polynomial convergence rates of Markov chains. In: Annals of Applied Probability. 2002 ; Vol. 12, No. 1. pp. 224-247.

Bibtex

@article{e40442ca795142d9a19ffe3beb37a836,
title = "Polynomial convergence rates of Markov chains.",
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 = "Markov chains, Foster-Liapounov drift conditiosn, polynomial convergence, central limit theorems, independence sampler",
author = "Jarner, {S{\o}ren F.} and Roberts, {Gareth O.}",
year = "2002",
month = feb,
doi = "10.1214/aoap/1015961162",
language = "English",
volume = "12",
pages = "224--247",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1",

}

RIS

TY - JOUR

T1 - Polynomial convergence rates of Markov chains.

AU - Jarner, Søren F.

AU - Roberts, Gareth O.

PY - 2002/2

Y1 - 2002/2

N2 - 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.

AB - 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.

KW - Markov chains

KW - Foster-Liapounov drift conditiosn

KW - polynomial convergence

KW - central limit theorems

KW - independence sampler

U2 - 10.1214/aoap/1015961162

DO - 10.1214/aoap/1015961162

M3 - Journal article

VL - 12

SP - 224

EP - 247

JO - Annals of Applied Probability

JF - Annals of Applied Probability

SN - 1050-5164

IS - 1

ER -