Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
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Publication:1024904
DOI10.1214/08-AAP562zbMATH Open1171.60016arXiv0906.4242MaRDI QIDQ1024904FDOQ1024904
Authors: Kshitij Khare, Hua Zhou 
Publication date: 17 June 2009
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate orthogonal polynomial as eigenfunctions. Our examples include the Moran model in population genetics and its variants in community ecology, the Dirichlet-multinomial Gibbs sampler, a class of generalized Bernoulli--Laplace processes, a generalized Ehrenfest urn model and the multivariate normal autoregressive process.
Full work available at URL: https://arxiv.org/abs/0906.4242
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Cited In (26)
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