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  • 标题:Quantitative Convergence Rates of Markov Chains: A Simple Account
  • 本地全文:下载
  • 作者:Rosenthal, Jeffrey S.
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2002
  • 卷号:7
  • 期号:0
  • 页码:123-128
  • DOI:10.1214/ECP.v7-1054
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 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.
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