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Computable bounds for subgeometrical and geometrical ergodicity

Computable bounds for subgeometrical and geometrical ergodicity

Gersende Fort
Abstract
. This paper discusses general quantitative bounds on the convergence rates of Markov chains,under various ergodicity conditions. This paper extends an earlier work by Roberts and Tweedie (1999),which provides quantitative bounds for the total variation norm under conditions implying geometricergodicity.We rst focus on conditions implying polynomial rate of convergence. Explicit bounds for the totalvariation norm are obtained by evaluating the

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