Convergence rates for reversible Markov chains without the assumption of nonnegative definite matrices

DOI10.1007/S11425-010-3139-ZMaRDI QIDQ625800zbMATH OpenOpenAlexFDO

Authors Yonghua Mao

Publication date 25 February 2011

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-010-3139-z

zbMATH Keywords

convergence rategeometric ergodicityLyapunov's conditionMarkov chainspectral theorystrong ergodicity

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• Convergence rates in strong ergodicity for Markov processes
• Eigenvalues, Inequalities, and Ergodic Theory
• Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
• Explicit bounds of the first eigenvalue.
• Exponential convergence to equilibrium for a class of random-walk models
• Exponential ergodicity for single-birth processes
• Geometric L² and ^{L1 convergence are equivalent for reversible Markov chains}
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• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains

Cited in

(22)

• A local limit theorem for a family of non-reversible Markov chains
• Algebraic convergence of Markov chains
• Bounds on regeneration times and convergence rates for Markov chains
• Convergence rate estimates for countable Markov chains with absorption at zero
• Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
• Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates
• Polynomial convergence for reversible jump processes
• Explicit criteria on separation cutoff for birth and death chains
• Geometric L² and ^{L1 convergence are equivalent for reversible Markov chains}
• A monotonicity in reversible Markov chains
• COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
• Spectral gap and convergence rate for discrete-time Markov chains
• Some universal estimates for reversible Markov chains
• Geometric Markov chains
• scientific article; zbMATH DE number 815550 (Why is no real title available?)
• Convergence rates for discrete-time Markov chains in total variation distance
• Convergence rates in geometric ergodicity for discrete-time Markov chains
• Three kinds of geometric convergence for Markov chains and the spectral gap property
• Perturbation bounds and convergence rates for uniformly ergodic Markov chains
• Sharp bounds for upper and bottom spectrum of Hermitizable tridiagonal matrices
• Asymptotic optimality of isoperimetric constants
• Algebraic convergence for discrete-time ergodic Markov chains

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