Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions

Citation
Khare, Kshitij et Zhou, Hua, Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions, Annals of applied probability , 19(2), 2009, pp. 737-777
ISSN journal
10505164
Volume
19
Issue
2
Year of publication
2009
Pages
737 - 777
Database
ACNP
SICI code
Abstract
We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate orthogonal polynomial as eigenfunctions. Our examples include the Moran model in population genetics and its variants in community ecology, the Dirichlet-multinomial Gibbs sampler, a class of generalized Bernoulli.Laplace processes, a generalized Ehrenfest urn model and the multivariate normal autoregressive process.