Convergence of some time inhomogeneous Markov chains via spectral techniques Export

@article{citeulike:1781845, abstract = {We consider the problem of giving explicit spectral bounds for time inhomogeneous Markov chains on a finite state space. We give bounds that apply when there exists a probability [pi] such that each of the different steps corresponds to a nice ergodic Markov kernel with stationary measure [pi]. For instance, our results provide sharp bounds for models such as semi-random transpositions and semi-random insertions (in these cases [pi] is the uniform probability on the symmetric group).}, author = {Saloff-Coste, L. and Zuniga, J.}, citeulike-article-id = {1781845}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.spa.2006.11.004}, citeulike-linkout-1 = {http://www.sciencedirect.com/science/article/B6V1B-4MJBNSS-1/2/913daa28ea1872ffc6d5d6b22a0d3013}, comment = {Borel-Doeblin theorem (bounding the distance of incorrectly initialized inhomogenous Markov chain from invariant distribution) Bounds on eigenvalues}, doi = {10.1016/j.spa.2006.11.004}, journal = {Stochastic Processes and their Applications}, keywords = {ergodicity, hmm}, month = {August}, number = {8}, pages = {961--979}, posted-at = {2007-10-18 01:06:30}, priority = {2}, title = {Convergence of some time inhomogeneous Markov chains via spectral techniques}, url = {http://dx.doi.org/10.1016/j.spa.2006.11.004}, volume = {117}, year = {2007} }

TY - JOUR ID - citeulike:1781845 L3 - citeulike-article-id:1781845 N2 - We consider the problem of giving explicit spectral bounds for time inhomogeneous Markov chains on a finite state space. We give bounds that apply when there exists a probability [pi] such that each of the different steps corresponds to a nice ergodic Markov kernel with stationary measure [pi]. For instance, our results provide sharp bounds for models such as semi-random transpositions and semi-random insertions (in these cases [pi] is the uniform probability on the symmetric group). IS - 8 JF - Stochastic Processes and their Applications EP - 979 TI - Convergence of some time inhomogeneous Markov chains via spectral techniques VL - 117 SP - 961 KW - ergodicity KW - hmm N1 - Borel-Doeblin theorem (bounding the distance of incorrectly initialized inhomogenous Markov chain from invariant distribution) Bounds on eigenvalues AU - Saloff-Coste, L AU - Zuniga, J PY - 2007/08// UR - http://dx.doi.org/10.1016/j.spa.2006.11.004 ER -