摘要:We state and prove a simple quantitative bound on the total variation distance after k iterations between two Markov chains with different initial distributions but identical transition probabilities. The result is a simplified and improved version of the result in Rosenthal (1995), which also takes into account the $epsilon$-improvement of Roberts and Tweedie (1999), and which follows as a special case of the more complicated time-inhomogeneous results of Douc et al. (2002). However, the proof we present is very short and simple; and we feel that it is worthwhile to boil the proof down to its essence. This paper is purely expository; no new results are presented.
关键词:Mathematics;Markov chain, convergence rate, mixing time, drift condition, minorisation condition, total variation distance.;Primary 60J05; secondary 62M05.