The Annals of Applied Probability

Algebraic convergence of Markov chains

Mu-Fa Chen and Ying-Zhe Wang

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Abstract

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.

Article information

Source
Ann. Appl. Probab., Volume 13, Number 2 (2003), 604-627.

Dates
First available in Project Euclid: 18 April 2003

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1050689596

Digital Object Identifier
doi:10.1214/aoap/1050689596

Mathematical Reviews number (MathSciNet)
MR1970279

Zentralblatt MATH identifier
1030.60070

Subjects
Primary: 60J27: Continuous-time Markov processes on discrete state spaces 60F25: $L^p$-limit theorems

Keywords
Markov chains algebraic convergence birth-death chains coupling

Citation

Chen, Mu-Fa; Wang, Ying-Zhe. Algebraic convergence of Markov chains. Ann. Appl. Probab. 13 (2003), no. 2, 604--627. doi:10.1214/aoap/1050689596. https://projecteuclid.org/euclid.aoap/1050689596


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References

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