Applications of geometric bounds to the convergence rate of Markov chains on R-n

Authors
Citation
Wk. Yuen, Applications of geometric bounds to the convergence rate of Markov chains on R-n, STOCH PR AP, 87(1), 2000, pp. 1-23
Citations number
33
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
87
Issue
1
Year of publication
2000
Pages
1 - 23
Database
ISI
SICI code
0304-4149(200005)87:1<1:AOGBTT>2.0.ZU;2-9
Abstract
Quantitative geometric rates of convergence for reversible Markov chains ar e closely related to the spectral gap of the corresponding operator, which is hard to calculate for general state spaces. This article describes a geo metric argument to give different types of bounds for spectral gaps of Mark ov chains on bounded subsets of R " and to compare the rates of convergence of different Markov chains. (C) 2000 Elsevier Science B.V. All rights rese rved.