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Geometric ergodicity for families of homogeneous Markov chains
Homogeneous Markov chain Geometric ergodicity Couplingrenewal processes Lyapunov function Renewal theory
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2010/3/11
In this paper we find nonasymptotic exponential upper bounds for
the deviation in the ergodic theorem for families of homogeneous Markov
processes. We find some sufficient conditions for geometric e...
Geometric Ergodicity and Hybrid Markov Chains
Ergodicity Markov Chain Monte Carlo
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2009/5/8
Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collec...
Geometric Ergodicity and Perfect Simulation
CFTP domCFTP geometric ergodicity perfect simulation uniform ergodicity
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2009/4/28
This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to unifo...