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