V-geometrical ergodicity of Markov kernels via finite-rank approximations

For ergodic transition probabilities, strong convergence of the averages is shown equivalent to quasi-compactness, even when the a-algebra is not countably

The so-called delta norm is a norm which can be defined on the tensor product of an operator space E and of an operator algebra B admitting a contractive approximate identity.. It

In the first part, we present the case of finite sets, where the hypergroup property appears as the dual property of a more natural condition on the basis F , namely the positivity

Here we are concerned with reachability: the exis- tence of zigzag trajectories between any points in the state space such that, for a given potential function U , the trajectories

Convergence rate; Coupling renewal processes; Lyapunov function; Renewal theory; Non asymptotic exponential upper bound; Ergodic diffusion processes.. ∗ The second author is

These processes, also called Lindley’s random walks, are investigated in Subsection 5.2, in which we obtain the rate of convergence with explicit constant for general discrete

we revisit the V -geometrical ergodicity property of P thanks to a simple constructive approach based on an explicit approximation of the iterates of P by positive nite-rank

Renewal theory and computable convergence rates for geometrically ergodic Markov chains.. Geometric convergence of Markov chains through a local