Algebraic convergence of Markov chains
Chen, Mu-Fa ; Wang, Ying-Zhe
Ann. Appl. Probab., Tome 13 (2003) no. 1, p. 604-627 / Harvested from Project Euclid
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Algebraic convergence in the $L^2$-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.
Publié le : 2003-05-14
Classification:  Markov chains,  algebraic convergence,  birth-death chains,  coupling,  60J27,  60F25 
@article{1050689596,
     author = {Chen, Mu-Fa and Wang, Ying-Zhe},
     title = {Algebraic convergence of Markov chains},
     journal = {Ann. Appl. Probab.},
     volume = {13},
     number = {1},
     year = {2003},
     pages = { 604-627},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1050689596}
}

Chen, Mu-Fa; Wang, Ying-Zhe. Algebraic convergence of Markov chains. Ann. Appl. Probab., Tome 13 (2003) no. 1, pp.  604-627. http://gdmltest.u-ga.fr/item/1050689596/