On Convergence Rates for Homogeneous Markov Chains

被引：4
|
作者：
Veretennikov, A. Yu. [1 ,2 ,3 ]
Veretennikova, M. A. [2 ]
机构：
[1] Univ Leeds, Leeds, W Yorkshire, England
[2] Natl Res Univ Higher Sch Econ, Moscow 101000, Russia
[3] Russian Acad Sci, Inst Informat Transmiss Problems, Kharkevich Inst, Moscow 127051, Russia
来源：
DOKLADY MATHEMATICS | 2020年 / 101卷 / 01期
基金：
俄罗斯科学基金会;
关键词：
Markov chains; ergodicity; convergence rate;
D O I：
10.1134/S1064562420010081
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of comparison with classical rate bounds are provided.
引用
收藏
页码：12 / 15
页数：4
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