论文标题

在改善的收敛条件和马尔可夫链的边界

On improved convergence conditions and bounds for Markov chains

论文作者

Veretennikov, A. Yu., Veretennikova, M. A.

论文摘要

研究了一些非均匀的马尔可夫链的收敛速度和它们松弛条件的收敛速度,以及对它们的类​​似收敛结果。以前的作品的设置已扩展。提供了示例,如果新的界限更好,并且它们提供的收敛速度与古典马尔可夫(Dobrushin Intreatial)相同。

Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples are provided where the new bounds are better and where they give the same convergence rate as in the classical Markov -- Dobrushin inequality.

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