Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination
classification
🧮 math.PR
keywords
discretetimeconvergencesubgeometricundermarkovratessubordination
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In this note, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete time parameter to its invariant measure in the $f$-norm. We clarify how three typical subgeometric rates of convergence are inherited under a discrete time version of Bochner's subordination. The crucial point is to establish the corresponding moment estimates for discrete time subordinators under some reasonable conditions on the underlying Bernstein function.
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