Geometric Ergodicity and R-positivity for General Markov Chains

• 1 June 1978
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 6  (3) , 404-420
• https://doi.org/10.1214/aop/1176995527

Abstract

Keywords

• ERGODIC
• MARKOV CHAIN
• RATE OF CONVERGENCE
• STATE SPACE
• SPLITTING
• INVARIANT MEASURE
• STATIONARY DISTRIBUTION