Abstract
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of comparison with classical rate bounds are provided.
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Funding
The research of the first author (Sections 1 and 2, except for Theorem 1 and Remark 2) was supported by the Russian Academic Excellence Project “5-100,” while Theorem 1 and Remark 2 were obtained under the support of the Russian Science Foundation (project no. 17-11-01098). The research of the second author (Section 3) was supported by the Russian Science Foundation, project no. 17-11-01098.
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Translated by I. Ruzanova
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Veretennikov, A.Y., Veretennikova, M.A. On Convergence Rates for Homogeneous Markov Chains. Dokl. Math. 101, 12–15 (2020). https://doi.org/10.1134/S1064562420010081
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DOI: https://doi.org/10.1134/S1064562420010081