کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157013 958915 2007 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergence of some time inhomogeneous Markov chains via spectral techniques
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Convergence of some time inhomogeneous Markov chains via spectral techniques
چکیده انگلیسی

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).

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 8, August 2007, Pages 961–979
نویسندگان
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