Journal of Applied Probability

Quantitative convergence rates for subgeometric Markov chains

Christophe Andrieu, Gersende Fort, and Matti Vihola

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

Article information

J. Appl. Probab., Volume 52, Number 2 (2015), 391-404.

First available in Project Euclid: 23 July 2015

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J05: Discrete-time Markov processes on general state spaces
Secondary: 60J22: Computational methods in Markov chains [See also 65C40]

Markov chain inhomogeneous subgeometric ergodicity polynomial ergodicity


Andrieu, Christophe; Fort, Gersende; Vihola, Matti. Quantitative convergence rates for subgeometric Markov chains. J. Appl. Probab. 52 (2015), no. 2, 391--404. doi:10.1239/jap/1437658605.

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