TY - JOUR
T1 - A Note on Subgeometric Rate Convergence for Ergodic Markov Chains in the Wasserstein Metric
AU - Lekgari, Mokaedi
JF - Bulletin of Mathematical Sciences and Applications
VL - 17
SP - 40
EP - 45
SN - 2278-9634
PY - 2016
PB - SciPress Ltd
DO - 10.18052/www.scipress.com/BMSA.17.40
UR - https://localhost:44305/BMSA.17.40
KW - Ergodicity
KW - Markov Chains
KW - Wasserstein Metric
AB - 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’.
ER -