A class of Markov chains with no spectral gap

DOI10.1090/S0002-9939-2013-11697-7MaRDI QIDQ2855909zbMATH OpenFDO

Authors Yevgeniy Kovchegov, Nicholas Michalowski

Publication date 23 October 2013

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.6050

zbMATH Keywords

Markov chainsorthogonal polynomials

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Foundations of stochastic processes (60G05)

Abstract: In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to estimate the rate of convergence to a stationary distribution. We use a method of Koornwinder to generate a large and interesting family of random walks which exhibits a lack of spectral gap, and a polynomial rate of convergence to the stationary distribution. For the Chebyshev type subfamily of Markov chains, we use asymptotic techniques to obtain an upper bound of order $O(logtoversqrtt)$ and a lower bound of order $O(1oversqrtt)$ on the distance to the stationary distribution regardless of the initial state. Due to the lack of a spectral gap, these results lie outside the scope of geometric ergodicity theory.

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Cited in

(4)

• Excursions and path functionals for stochastic processes with asymptotically zero drifts
• Spectral Analysis, without Eigenvectors, for Markov Chains
• Right order spectral gap estimates for generating sets of ℤ₄
• scientific article; zbMATH DE number 3995786 (Why is no real title available?)

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