Strong uniform times and finite random walks (Q1094756): Difference between revisions
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Revision as of 00:04, 21 January 2024
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English | Strong uniform times and finite random walks |
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Strong uniform times and finite random walks (English)
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1987
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This paper is concerned with obtaining bounds for the rate of convergence to the stationary distribution for finite Markov chains \(\{X_ n,n\geq 0\}\) having strong symmetry properties for the transition matrices. The use of strong uniform times to bound separation distance is emphasized, the strong uniform time T being a randomized stopping time such that \(P(X_ k=i| T=k)=\pi (i)\) for all \(0\leq k<\infty\) and i, \(\pi\) being the stationary distribution. It is shown that a strong uniform time T always exists and that, if \(\pi_ n\) is the distribution of \(X_ n\), the separation distance \(\max_{i}(1-\pi_ n(i)/\pi (i))\leq P(T>n)\), \(n\geq 0\). This methodology is related to coupling and Fourier analysis procedures. Various examples for random walks on groups are given to illustrate the results.
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bounds for the rate of convergence to the stationary distribution
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strong symmetry properties
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randomized stopping time
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coupling
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Fourier analysis procedures
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