111 citations · 111 across the 2 of their papers we have counts for
2 papers
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…
math.PR2004
Moment conditions for a sequence with negative drift to be uniformly bounded in L^r
Robin Pemantle, Jeffrey S. Rosenthal
Suppose a sequence of random variables {X_n} has negative drift when above a certain threshold and has increments bounded in L^p. When p>2 this implies that EX_n is bounded above b…