Title of article :
Applications of geometric bounds to the convergence rate of Markov chains on Rn
Author/Authors :
Yuen، نويسنده , , Wai Kong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
23
From page :
1
To page :
23
Abstract :
Quantitative geometric rates of convergence for reversible Markov chains are closely related to the spectral gap of the corresponding operator, which is hard to calculate for general state spaces. This article describes a geometric argumen t to give different types of bounds for spectral gaps of Markov chains on bounded subsets of Rn and to compare the rates of convergence of different Markov chains.
Journal title :
Stochastic Processes and their Applications
Serial Year :
2000
Journal title :
Stochastic Processes and their Applications
Record number :
1576621
Link To Document :
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