×

Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. (English) Zbl 1043.60054

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.

MSC:

60J05 Discrete-time Markov processes on general state spaces
PDFBibTeX XMLCite
Full Text: DOI Euclid