Generalization of discrete-time geometric bounds to convergence rate of Markov processes on ℝn

Generalization of discrete-time geometric bounds to convergence rate of Markov processes on ℝn

0.00 Avg rating0 Votes
Article ID: iaor20041386
Country: United States
Volume: 18
Issue: 2
Start Page Number: 301
End Page Number: 331
Publication Date: Apr 2002
Journal: Stochastic Models
Authors:
Keywords: markov processes
Abstract:

Geometric rates of convergence for reversible discrete-time Markov chains are closely related to the spectral gap of the corresponding operator. Quantitative geometric bounds on the spectral gap have been developed using the Cheeger's inequality and some path arguments. We extend the discrete-time results to homogeneous continuous-time reversible Markov processes. The limit path bounds and the limit Cheeger's bounds are introduced. Two quantitative examples of 1-dimensional diffusions are studied for the limit Cheeger's bounds and an n-dimensional diffusion is studied for the limit path bounds.

Reviews

Required fields are marked *. Your email address will not be published.