Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-216/2/c/solution

The geometric drift condition requires a measurable , a small set , constants and , and
Smallness means that for some , , and probability measure , for every . With irreducibility and aperiodicity, this drift-minorisation condition implies geometric ergodicity. The function controls the chain away from the small set; inside that set the additive constant allows unrestricted bounded drift.

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