exponential bounds for Markov chains, etc.

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1 total messages Started by Kevin Atteson Mon, 09 Nov 1992 16:13

#550

Author: Kevin Atteson
Date: Mon, 09 Nov 1992 16:13

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I'm interested in the speed of convergence of frequencies to probabilities
for Markov chains and possibly more general random processes.
Any general information concerning this subject would be apprecaited
but also I have the following specific question.
In the 2nd edition of the book "Probability and Random Processes" by
Grimmett and Stirzaker, at about the middle of page 452, they say
of Markov chains,

	"The convergence is rather fast, as the following
	(somewhat overcomplicated) argument indicates...skip about a page...
	Similar inequalities may be established by other means,
	more elementary than those used above."

I'd like to hear about these more elementary means.  Does
anyone know what they are referring to or how I can contact
the authors?

Please reply directly to me.

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