Algebraic convergence of Markov chains (Q1413683)
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English | Algebraic convergence of Markov chains |
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Algebraic convergence of Markov chains (English)
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17 November 2003
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The authors investigate criteria for the polynomial, i.e., algebraic, convergence of time-homogeneous reversible Markov chains on countable state spaces with respect to \(L^2\)-norms. The results are in particular applied to birth-death random walks in continuous time. Moreover, the technical results are illustrated by several concrete examples.
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Markov chains
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polynomial convergence
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birth-death chains
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