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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive
Dokl. RAN. Math. Inf. Proc. Upr., 2020 Volume 490, Pages 16–19 (Mi danma25)
This article is cited in 5 papers

MATHEMATICS

On convergence rates for homogeneous Markov chains

A. Yu. Veretennikovabc, M. A. Veretennikovab

a University of Leeds, Leeds, United Kingdom
b National Research University Higher School of Economics, Moscow, Russian Federation
c Institute for Information Transmission Problems, Moscow, Russian Federation

Abstract: New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of comparison with classical rate bounds are provided.

Keywords: Markov chains, ergodicity, convergence rate.

UDC: 519.217

Presented: A. N. Shiryaev
Received: 01.07.2019
Revised: 01.07.2019
Accepted: 31.10.2019


 English version: Doklady Mathematics, 2020, 101:1, 12–15

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© Steklov Math. Inst. of RAS, 2025