Convergence analysis of some multivariate Markov chains using stochastic monotonicity
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Abstract: We provide a nonasymptotic analysis of convergence to stationarity for a collection of Markov chains on multivariate state spaces, from arbitrary starting points, thereby generalizing results in [Khare and Zhou Ann. Appl. Probab. 19 (2009) 737-777]. Our examples include the multi-allele Moran model in population genetics and its variants in community ecology, a generalized Ehrenfest urn model and variants of the Polya urn model. It is shown that all these Markov chains are stochastically monotone with respect to an appropriate partial ordering. Then, using a generalization of the results in [Diaconis, Khare and Saloff-Coste Sankhya 72 (2010) 45-76] and [Wilson Ann. Appl. Probab. 14 (2004) 274-325] (for univariate totally ordered spaces) to multivariate partially ordered spaces, we obtain explicit nonasymptotic bounds for the distance to stationarity from arbitrary starting points. In previous literature, bounds, if any, were available only from special starting points. The analysis also works for nonreversible Markov chains, and allows us to analyze cases of the multi-allele Moran model not considered in [Khare and Zhou Ann. Appl. Probab. 19 (2009) 737-777].
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Cited in
(6)- Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
- Cutoff for the Bernoulli-Laplace urn model with o(n) swaps
- On the limitations of single-step drift and minorization in Markov chain convergence analysis
- An introduction to multivariate Krawtchouk polynomials and their applications
- Analysis of non-reversible Markov chains via similarity orbits
- A voter-model representation of the multi-allelic Moran process: exact stationary distributions and diversity thresholds from well-mixed populations to complex networks
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