## Journal of Applied Probability

### Quantitative convergence rates for subgeometric Markov chains

#### Abstract

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

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

Dates
First available in Project Euclid: 23 July 2015

https://projecteuclid.org/euclid.jap/1437658605

Digital Object Identifier
doi:10.1239/jap/1437658605

Mathematical Reviews number (MathSciNet)
MR3372082

Zentralblatt MATH identifier
1323.60090

#### Citation

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. https://projecteuclid.org/euclid.jap/1437658605

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