Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-216/1/a/solution

Let be the Markov kernel and its invariant probability measure. Using the convention
geometric ergodicity means that there are and a finite measurable state-dependent prefactor such that
Here total variation distance is used, and the rate does not depend on . The prefactor need not be uniformly bounded; that stronger property is uniform geometric ergodicity. For a deterministic starting state, this estimate must hold at that state. If the definition is made only -almost everywhere, the subsequent assertions concern those starting states where the prefactor is finite. The reversible Markov chain assumption means .

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