%0 Journal Article
%J Stochastic Processes and their Applications
%D 2009
%T State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
%A Connor, Stephen
%A Fort, Gersende
%K Statistics
%N 12
%P 4176-4193
%R 10.1016/j.spa.2009.10.001
%U http://linkinghub.elsevier.com/retrieve/pii/S0304414909001665
%V 119
%X We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster–Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed in Connor and Kendall (2007) concerning the existence of so-called ‘tame’ Markov chains. Furthermore, we show that our ‘subsampled drift condition’ implies the existence of finite moments for the return time to a small set.
%8 12/2009