G. Fort and E. Moulines. Computable bounds for subgeometrical and geometrical ergodicity. Submitted for publication in Stochastic Processes Appl., 2000. Home/Search Document Details and Download
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Convergence rates and moments of Markov chains associated.. - Jarner, Tweedie (2001) (Correct)
.... non geometrically ergodic case we show in Section 3 that (X n ) is polynomially ergodic if and only if there exists s 1 such that Z R log(1 jwj) s 0 (dw) 1: 6) In particular, there is polynomial convergence of order s 1 in total variation norm to M under (6) Using the results of [4] quantitative bounds could be derived in this case also but we do not pursue that here. As a corollary it is shown that in contrast to (5) the order of logarithmic moments of 0 and M di er by one, in the sense that for all s 1 Z R log s (1 jwj) 0 (dw) 1 if and only if Z R log s ....
G. Fort and E. Moulines. Computable bounds for subgeometrical and geometrical ergodicity. http://www.statslab.cam.ac.uk/~mcmc, 2000.
On The Geometric Ergodicity Of Hybrid Samplers - Fort, Moulines, Roberts.. Self-citation (Fort Moulines) (Correct)
....drift condition (5) see [11] Theorem 16.1.4) Remark 2. Explicit expressions of the rate r and of the constant R as a function of the terms in (4) and (5) can be found in Meyn and Tweedie [12] Mengersen and Tweedie [10] Rosenthal [19] Roberts and Tweedie [18] Fort and Moulines [4], and Douc et al. 3] Under (A2) it is easily shown that P d RS (x; has a nontrivial continuous component with respect to the Lebesgue measure and that this continuous component is bounded from below on a ball around x. From this, the positivity and the continuity of p, it is ....
G. Fort and E. Moulines. Computable bounds for subgeometrical and geometrical ergodicity. Submitted for publication in Stochastic Processes Appl., 2000.
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