Applications of geometric bounds to the convergence rate of Markov chains on

Wai Kong Yuen

Stochastic Processes and their Applications, 2000, vol. 87, issue 1, 1-23

Abstract: Quantitative geometric rates of convergence for reversible Markov chains are closely related to the spectral gap of the corresponding operator, which is hard to calculate for general state spaces. This article describes a geometric argumen t to give different types of bounds for spectral gaps of Markov chains on bounded subsets of and to compare the rates of convergence of different Markov chains.

Date: 2000
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