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On Convergence Rates for Homogeneous Markov Chains

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Abstract New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of comparison with classical rate bounds are provided. Click to show full abstract

Abstract New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of comparison with classical rate bounds are provided.

Keywords: markov chains; convergence rates; homogeneous markov; rates homogeneous

Journal Title: Doklady Mathematics
Year Published: 2020

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