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Zbl 1012.60062
Jarner, Søren F.; Roberts, Gareth O.
Polynomial convergence rates of Markov chains. (English)
[J] Ann. Appl. Probab. 12, No.1, 224-247 (2002). ISSN 1050-5164

Summary: We consider Foster-Lyapunov-type drift conditions for Markov chains which imply polynomial rate convergence to stationarity in appropriate $V$-norms. We also show how these results can be used to prove central limit theorems for functions of the Markov chain. We consider two examples concerning random walks on the half line and the independence sampler.

MSC 2000:: *60J05 Markov processes with discrete parameter
60J10 Markov chains with discrete parameter

Keywords: Markov chains; Foster-Lyapunov drift conditions; polynomial convergence; central limit theorems; independence sampler

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Zentralblatt MATH Berlin [Germany]