Geometric drift condition

A geometric drift condition requires a measurable $V\ge 1$, a small set $C$, constants $\lambda <1$ and $b<\infty$, andTogether with irreducibility and aperiodicity, it implies geometric ergodicity. A global Doeblin condition allows $C$ to be the entire state space and $V=1$.

Suppose a Markov kernel satisfies $PV(x)\le M<\infty$ for a measurable $V\ge 1$. For $0<\rho <1$ and $R>M/\rho$, the sublevel set $C=\{V\le R\}$ gives $PV\le \rho V+M{1}_C$. If $C$ 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.