Jarner, Søren F.; Tweedie, Richard L. Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. (English) Zbl 1043.60054 Bernoulli 9, No. 4, 559-578 (2003). The authors obtain conditions for geometric and polynomial convergence rates of random-walk-type Markov chains to stationarity in terms of existence of exponential resp. polynomial moments of the invariant distribution and the transition kernel. An application to the Metropolis algorithm is given. Reviewer: Rudolf Grübel (Hannover) Cited in 16 Documents MSC: 60J05 Discrete-time Markov processes on general state spaces Keywords:rate of convergence; stationary distribution; moments; Metropolis algorithm; Markov chain Monte Carlo PDFBibTeX XMLCite \textit{S. F. Jarner} and \textit{R. L. Tweedie}, Bernoulli 9, No. 4, 559--578 (2003; Zbl 1043.60054) Full Text: DOI Euclid