Loic Herv'e

activity

20132021

most citedApproximating Markov chains and V-geometric ergodicity via weak perturbation theory

26 citations · 28 across the 4 of their papers we have counts for

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Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

State-discretization of $V$ -geometrically ergodic Markov chains and convergence to the stationary distribution

Loic Hervé, James Ledoux

Let $(X_{n})_{n \in N}$ be a $V$ -geometrically ergodic Markov chain on a measurable space $X$ with invariant probability distribution $π$ . In this paper, we propose…

State-discretization of V-geometrically ergodic Markov chains and convergence to the stationary distribution

State-discretization of $V$ -geometrically ergodic Markov chains and convergence to the stationary distribution