A review of asymptotic convergence for general state space Markov chains

Abstract

We review notions of small sets, φ-irreducibility, etc., and present a simple proof of asymptotic convergence of general state space Markov chains to their stationary distributions.

Cite this paper

@inproceedings{Rosenthal2006ARO, title={A review of asymptotic convergence for general state space Markov chains}, author={Jeffrey S. Rosenthal}, year={2006} }