Sharp Mixing Rates for Markov Chains on General Spaces with Unbounded Random Environments

Attila Lovas; Miklós Rásonyi; Lionel Truquet

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arXiv · 2512.15104

Sharp Mixing Rates for Markov Chains on General Spaces with Unbounded Random Environments

Attila Lovas·Miklós Rásonyi·Lionel Truquet

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Abstract

We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence rates. We also show that these processes are strongly mixing and estimate their mixing coefficients. Our results significantly extend those available in the literature. In particular, for some additive autoregressive processes with exogenous covariates we achieve mixing rates that are optimal up to logarithmic factors.

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BibTeX RIS

Attila Lovas, Miklós Rásonyi, Lionel Truquet. 2025-12-17. Sharp Mixing Rates for Markov Chains on General Spaces with Unbounded Random Environments. https://arxiv.org/abs/2512.15104

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