Markov chain decomposition for convergence rate analysis
نویسندگان
چکیده
منابع مشابه
Markov Chain Decomposition for Convergence Rate Analysis
In this paper we develop tools for analyzing the rate at which a reversible Markov chain converges to stationarity. Our techniques are useful when the Markov chain can be decomposed into pieces which are themselves easier to analyze. The main theorems relate the spectral gap of the original Markov chains to the spectral gap of the pieces. In the first case the pieces are restrictions of the Mar...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2002
ISSN: 1050-5164
DOI: 10.1214/aoap/1026915617