{"title":"On improved bounds and conditions for the convergence of Markov chains","authors":"A. Veretennikov, M. Veretennikova","doi":"10.1070/IM9076","DOIUrl":null,"url":null,"abstract":"We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The setting is more general than in previous papers: we are able to get rid of the assumption about a common dominating measure and consider the case of inhomogeneous Markov chains as well as more general state spaces. We give examples where the new bound for the rate of convergence is the same as (resp. better than) the classical Markov–Dobrushin inequality.","PeriodicalId":54910,"journal":{"name":"Izvestiya Mathematics","volume":"86 1","pages":"92 - 125"},"PeriodicalIF":0.8000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Izvestiya Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1070/IM9076","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 2
Abstract
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The setting is more general than in previous papers: we are able to get rid of the assumption about a common dominating measure and consider the case of inhomogeneous Markov chains as well as more general state spaces. We give examples where the new bound for the rate of convergence is the same as (resp. better than) the classical Markov–Dobrushin inequality.
期刊介绍：
The Russian original is rigorously refereed in Russia and the translations are carefully scrutinised and edited by the London Mathematical Society. This publication covers all fields of mathematics, but special attention is given to:
Algebra;
Mathematical logic;
Number theory;
Mathematical analysis;
Geometry;
Topology;
Differential equations.
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