most citedQuantitative bounds on convergence of time-inhomogeneous Markov chains

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math.PR2005★ 111 cited

Quantitative bounds on convergence of time-inhomogeneous Markov chains

R. Douc, E. Moulines, Jeffrey S. Rosenthal

Convergence rates of Markov chains have been widely studied in recent years. In particular, quantitative bounds on convergence rates have been studied in various forms by Meyn and…