Geodesic
On improved bounds and conditions for the convergence of~Markov chains
Izvestiya. Mathematics , Tome 86 (2022) no. 1, pp. 92-125

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
Keywords: ergodicity, generalization of the Markov–Dobrushin condition, rate of convergence.
Mots-clés : Markov chains 
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     title = {On improved bounds and conditions for the convergence {of~Markov} chains},
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A. Yu. Veretennikov; M. A. Veretennikova. On improved bounds and conditions for the convergence of~Markov chains. Izvestiya. Mathematics , Tome 86 (2022) no. 1, pp. 92-125. http://geodesic.mathdoc.fr/item/IM2_2022_86_1_a2/