Algebraic Convergence of Markov Chains

Algebraic convergence in the L2-sense is studied for general time-continuous, reversible Markov chains with countable state space, and especially for birth-death chains. Some criteria for the convergence are presented. The results are effective since the convergence region can be completely covered,...

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Bibliographic Details
Published in:The Annals of applied probability 2003-05, Vol.13 (2), p.604-627
Main Authors: Chen, Mu-Fa, Wang, Ying-Zhe
Format: Article
Language:English
Subjects:
60F25
60J27
Algebra
algebraic convergence
Birth rates
birth-death chains
coupling
Eigenvalues
Markov chains
Markov processes
Mathematical inequalities
Mathematical theorems
Mathematics
Mortality
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Summary:Algebraic convergence in the L2-sense is studied for general time-continuous, reversible Markov chains with countable state space, and especially for birth-death chains. Some criteria for the convergence are presented. The results are effective since the convergence region can be completely covered, as illustrated by two examples.
ISSN:1050-5164
2168-8737
DOI:10.1214/aoap/1050689596