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

页码：12 / 15

页数：4

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