Geometric ergodicity and hybrid markov chains

Abstract

Variousnotions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collection of chains commonlyused in Markov chain Monte Carlo simulation algorithms, the so-called hybrid chains. We prove that under certain conditions, a hybrid chain will “inherit” the geometric ergodicity of its constituent parts. © 1997 Applied Probability Trust.