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Original scientific paper

Sub-exponential mixing rate for a class of Markov chains

S. A. Klokov
A. Yu. Veretennikov


Full text: english pdf 213 Kb

page 9-26

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Abstract

We establish sub-exponential bounds for the β-mixing rate
and for the rate of convergence to invariant measures for discrete
time Markov processes under recurrence type conditions weaker
than used for exponential inequalities and stronger than for
polynomial ones.

Keywords

Markov processes; recurrence; invariant measure; mixing coefficients; sub-exponential convergence

Hrčak ID:

710

URI

https://hrcak.srce.hr/710

Publication date:

26.6.2004.

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