A note on a variation of Doeblin's condition for uniform ergodicity of Markov chains

C. C. Y. Dorea; A. G. C. Pereira

doi:10.1007/s10474-006-0023-y

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Acta Mathematica Hungarica

Volume/Issue:: Volume 110: Issue 4

A note on a variation of Doeblin's condition for uniform ergodicity of Markov chains

Authors:

C. C. Y. Dorea

C. C. Y. Dorea Universidade de Brasilia Brasilia-DF, Brazil Brasilia-DF, Brazil

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and

A. G. C. Pereira

A. G. C. Pereira Universidade Federal do Rio Grande do Norte Natal-RN, Brazil Natal-RN, Brazil

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Pages:: 287–292

Online Publication Date:: 08 Feb 2006

Publication Date:: 13 Mar 2006

Article Category:: Research Article

DOI:: https://doi.org/10.1007/s10474-006-0023-y

Keywords:: Doeblin's condition; uniform ergodicity; weak ergodicity

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Summary

We introduce a simple variation of Doeblin's condition, Condition D*, that assures the uniform ergodicity of a Markov chain. It is also shown that for non-homogeneous chains our conditions are equivalent to Dobrushin's weak ergodic coefficient.

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Acta Mathematica Hungarica

Print ISSN:: 0236-5294

Online ISSN:: 1588-2632

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Acta Mathematica Hungarica
Language	English
Size	B5
Year of Foundation	1950
Volumes per Year	3
Issues per Year	6
Founder	Magyar Tudományos Akadémia
Founder's Address	H-1051 Budapest, Hungary, Széchenyi István tér 9.
Publisher	Akadémiai Kiadó Springer Nature Switzerland AG
Publisher's Address	H-1117 Budapest, Hungary 1516 Budapest, PO Box 245. CH-6330 Cham, Switzerland Gewerbestrasse 11.
Responsible Publisher	Chief Executive Officer, Akadémiai Kiadó
ISSN	0236-5294 (Print)
ISSN	1588-2632 (Online)