A class of Markov chains with no spectral gap

DOI10.1090/S0002-9939-2013-11697-7zbMATH Open1280.33008arXiv1109.6050MaRDI QIDQ2855909FDOQ2855909

Authors: Yevgeniy Kovchegov, Nicholas Michalowski 

Publication date: 23 October 2013

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

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.

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

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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)

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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
• Title not available (Why is that?)

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