Abstract
In this chapter we introduce the culminating form of the geometric ergodicity theorem, and show that such convergence can be viewed as geometric convergence of an operator norm; simultaneously, we show that the classical concept of uniform (or strong) ergodicity, where the convergence in (13.4) is bounded independently of the starting point, becomes a special case of this operator norm convergence.
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© 1993 Springer-Verlag London Limited
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Meyn, S.P., Tweedie, R.L. (1993). V-Uniform Ergodicity. In: Markov Chains and Stochastic Stability. Communications and Control Engineering Series. Springer, London. https://doi.org/10.1007/978-1-4471-3267-7_16
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DOI: https://doi.org/10.1007/978-1-4471-3267-7_16
Publisher Name: Springer, London
Print ISBN: 978-1-4471-3269-1
Online ISBN: 978-1-4471-3267-7
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