Convergence of some time inhomogeneous Markov chains via spectral techniques

L. Saloff-Coste and J. Zúñiga

Stochastic Processes and their Applications, 2007, vol. 117, issue 8, 961-979

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 [pi] such that each of the different steps corresponds to a nice ergodic Markov kernel with stationary measure [pi]. For instance, our results provide sharp bounds for models such as semi-random transpositions and semi-random insertions (in these cases [pi] is the uniform probability on the symmetric group).

Keywords: Time; inhomogeneous; Markov; chains; Singular; values; Spectral; techniques (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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