On Convergence Rates for Homogeneous Markov Chains

A. Yu. Veretennikov^a^,^b^,^c^,* and M. A. Veretennikova^b^,**

^aUniversity of Leeds, Leeds, United Kingdom

^bNational Research University Higher School of Economics, Moscow, 101000 Russia

^cInstitute for Information Transmission Problems (Kharkevich Institute), Russian Academy of Sciences, Moscow, 127051 Russia

Correspondence to: *e-mail: a.veretennikov@leeds.ac.uk
Correspondence to: **e-mail: mveretennikova@hse.ru

Received 1 July, 2019

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, ergodicity, convergence rate

DOI: 10.1134/S1064562420010081