## Convergence rates of Markov chains (1995)

Citations: | 62 - 4 self |

### BibTeX

@MISC{Rosenthal95convergencerates,

author = {Jeffrey S. Rosenthal},

title = {Convergence rates of Markov chains},

year = {1995}

}

### Years of Citing Articles

### OpenURL

### Abstract

this paper, we attempt to describe various mathematical techniques which have been used to bound such rates of convergence. In particular, we describe eigenvalue analysis, random walks on groups, coupling, and minorization conditions. Connections are made to modern areas of research wherever possible. Elements of linear algebra, probability theory, group theory, and measure theory are used, but efforts are made to keep the presentation elementary and accessible. Acknowledgements. I thank Eric Belsley for comments and corrections, and thank Persi Diaconis for introducing me to this subject and teaching me so much. 1. Introduction and motivation.