We investigate subgeometric rate ergodicity for Markov chains in the Wasserstein metricand show that the finiteness of the expectation E(i,j)[Σ^{τ△-1}_{k=0} *r*(*k*)], where τ△ is the hitting time on thecoupling set △ and* r* is a subgeometric rate function, is equivalent to a sequence of Foster-Lyapunovdrift conditions which imply subgeometric convergence in the Wassertein distance. We give an examplefor a ’family of nested drift conditions’.

Periodical:

Bulletin of Mathematical Sciences and Applications (Volume 17)

Pages:

40-45

Citation:

M. Lekgari "A Note on Subgeometric Rate Convergence for Ergodic Markov Chains in the Wasserstein Metric", Bulletin of Mathematical Sciences and Applications, Vol. 17, pp. 40-45, 2016

Online since:

Nov 2016

Authors:

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Distribution:

Open Access

This work is licensed under a

Creative Commons Attribution 4.0 International License

References:

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