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November, 1994 $L^2$ Convergence of Time Nonhomogeneous Markov Processes: I. Spectral Estimates
Jean-Dominique Deuschel, Christian Mazza
Ann. Appl. Probab. 4(4): 1012-1056 (November, 1994). DOI: 10.1214/aoap/1177004901

Abstract

We study the convergence of nonsymmetric annealing processes, extending the classical Dirichlet form approach to a broad class of Markov chains with exponentially vanishing transition functions. We show that both the true and symmetrized spectral gaps are logarithmically equivalent, and give robust estimates for the gap using geometric methods.

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Jean-Dominique Deuschel. Christian Mazza. "$L^2$ Convergence of Time Nonhomogeneous Markov Processes: I. Spectral Estimates." Ann. Appl. Probab. 4 (4) 1012 - 1056, November, 1994. https://doi.org/10.1214/aoap/1177004901

Information

Published: November, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0819.60063
MathSciNet: MR1304771
Digital Object Identifier: 10.1214/aoap/1177004901

Subjects:
Primary: 60J27
Secondary: 15A18‎ , 60F10 , 60J60 , 93E25

Keywords: $L^2$ convergence , Dirichlet forms , First hitting time , geometric bounds , Metropolis , nonsymmetric Markov chains , spectral gap , Ultrametricity

Rights: Copyright © 1994 Institute of Mathematical Statistics

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Vol.4 • No. 4 • November, 1994
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