Polynomial Convergence Rates of Markov Chains
Open Access
- 1 February 2002
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 12 (1)
- https://doi.org/10.1214/aoap/1015961162
Abstract
In this paper we consider Foster-Lyapunov type drift conditions for Markov chains which imply polynomial rate convergence to stationarity in appropriate V -norms. We also show how these results can be used to prove Central Limit Theorems for functions of the Markov chain. Examples are considered to random walks on the half line and the independence sampler.Keywords
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