Additional material on V-geometrical ergodicity of Markov kernels via finite-rank approximations
Additional material on V-geometrical ergodicity of Markov kernels via finite-rank approximations
Under the standard drift/minorization and strong aperiodicity assumptions, this paper provides an original and quite direct approach of the V-geometrical ergodicity of a general Markov kernel P , which is by now a classical framework in Markov modelling. This is based on an explicit approximation of the iterates of P …