Subscribe

Subscribe to our Newsletter and get informed about new publication regulary and special discounts for subscribers!

BMSA > Volume 17 > A Note on Subgeometric Rate Convergence for...
< Back to Volume

A Note on Subgeometric Rate Convergence for Ergodic Markov Chains in the Wasserstein Metric

Full Text PDF

Abstract:

We investigate subgeometric rate ergodicity for Markov chains in the Wasserstein metricand show that the finiteness of the expectation E(i,j)[Στ-1k=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’.

Info:

Periodical:
Bulletin of Mathematical Sciences and Applications (Volume 17)
Pages:
40-45
DOI:
10.18052/www.scipress.com/BMSA.17.40
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:
Export:
Distribution: