Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157013 | Stochastic Processes and their Applications | 2007 | 19 Pages |
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).
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
L. Saloff-Coste, J. Zúñiga,