State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
classification
🧮 math.PR
keywords
conditiondriftmarkovchainchainscriteriaexistencefoster-lyapunov
read the original abstract
We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed by Connor & Kendall (2007) concerning the existence of so-called 'tame' Markov chains. Furthermore, we show that our 'subsampled drift condition' implies the existence of finite moments for the return time to a small set.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.