On the limitations of single-step drift and minorization in Markov chain convergence analysis

DOI10.1214/20-AAP1628zbMath1476.60113arXiv2003.09555OpenAlexW3201118272MaRDI QIDQ2240862

Qian Qin, James P. Hobert

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.09555

zbMATH Keywords

renewal theoryconvergence ratecouplinggeometric ergodicityoptimal boundhigh-dimensional inferencequantitative boundGaussian autoregressive process

Mathematics Subject Classification ID

Gaussian processes (60G15) Discrete-time Markov processes on general state spaces (60J05)

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