Article ID Journal Published Year Pages File Type
1157013 Stochastic Processes and their Applications 2007 19 Pages PDF
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).

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
, ,