Hervé, Loïc; Ledoux, James - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 613-638
Let P be a Markov kernel on a measurable space X and let V:X→[1,+∞). This paper provides explicit connections between the V-geometric ergodicity of P and that of finite-rank non-negative sub-Markov kernels P̂k approximating P. A special attention is paid to obtain an efficient way to...
