Bounded conditional moments imply a geometric drift
ID: bounded-conditional-moments-imply-a-geometric-drift
Suppose a Markov kernel satisfies for a measurable . For and , the sublevel set gives . If is a small set, this is a geometric drift condition. The hypotheses of an irreducible Markov chain and an aperiodic Markov chain are also required for the usual geometric ergodicity theorem.
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