On improved convergence conditions and bounds for Markov chains

Abstract

Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples are provided where the new bounds are better and where they give the same convergence rate as in the classical Markov -- Dobrushin inequality.

35 pages, 25 references

References in corpus (1)

• On convergence rate for homogeneous Markov chains

Cited by in corpus (1)

• On convergence rate bounds for a class of nonlinear Markov chains