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Convergence of some time inhomogeneous Markov chains via spectral techniques
Authors:L. Saloff-Coste,J. Zú  ñ  iga
Affiliation:Department of Mathematics, Cornell University, 310 Malott Hall, 14853 Ithaca, NY, United States
Abstract:We consider the problem of giving explicit spectral bounds for time inhomogeneous Markov chains on a finite state space. We give bounds that apply when there exists a probability ππ such that each of the different steps corresponds to a nice ergodic Markov kernel with stationary measure ππ. For instance, our results provide sharp bounds for models such as semi-random transpositions and semi-random insertions (in these cases ππ is the uniform probability on the symmetric group).
Keywords:Time inhomogeneous Markov chains   Singular values   Spectral techniques
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