Algebraic convergence of Markov chains

Authors
Chen, Mu-Fa Wang, Ying-Zhe
Citation
Chen, Mu-fa et Wang, Ying-zhe, Algebraic convergence of Markov chains, Annals of applied probability , 13(2), 2003, pp. 604-627
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
13
Issue
2
Year of publication
2003
Pages
604 - 627
Database
ACNP
SICI code
Abstract
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.