A local limit theorem for a family of non-reversible Markov chains (Q1411354)
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English | A local limit theorem for a family of non-reversible Markov chains |
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A local limit theorem for a family of non-reversible Markov chains (English)
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27 October 2003
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The rate of convergence to stationarity of finite ergodic Markov chains is considered. Although many techniques have been developed for bounding convergence behavior, the time required to be close to stationarity has been determined only for certain families of chains. In this paper the family of necklace chains is studied, which have little symmetry, do not have uniform stationary distributions, are not reversible, and can be nearly periodic (due to deterministic transitions). Thus existing general bounds on the rate of convergence are difficult to apply to necklaces. For related papers see: \textit{P. Diaconis} [Proc. Natl. Acad. Sci. USA 93, 1659-1664 (1996; Zbl 0849.60070)] and \textit{P. Diaconis} and \textit{L. Saloff-Coste} [Ann. Appl. Probab. 3, 696-730 (1993; Zbl 0799.60058)].
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Markov chains
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rate of convergence
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non-reversibility
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