On convergence rate for homogeneous Markov chains

Abstract

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound is compared with the classical Markov -- Dobrushin inequality and with the second eigenvalue of the transition matrix for finite state spaces.

10 pages, 19 references

Cited by in corpus (3)

• On improved convergence conditions and bounds for Markov chains
• On rate of convergence estimates for homogeneous discrete-time nonlinear Markov chains
• On convergence rate bounds for a class of nonlinear Markov chains