Algebraic convergence of Markov chains

• 成果类型: Article
• 署名作者: Chen, MF; Wang, YZ
• 署名单位: Beijing Normal University
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2003
• 页码: 604-627
• 关键词: nearest particle-systems

摘要

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.