Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions

DOI10.1214/08-AAP562zbMath1171.60016arXiv0906.4242MaRDI QIDQ1024904

Hua Zhou, Kshitij Khare

Publication date: 17 June 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.4242

zbMATH Keywords

convergence ratemultivariate Markov chainpolynomial eigenfunction

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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