• Corpus ID: 118461040

A Lower Bound on the Mixing Time of Uniformly Ergodic Markov Chains in Terms of the Spectral Radius

@article{Woodard2014ALB,
  title={A Lower Bound on the Mixing Time of Uniformly Ergodic Markov Chains in Terms of the Spectral Radius},
  author={Dawn B. Woodard},
  journal={arXiv: Probability},
  year={2014}
}
  • D. Woodard
  • Published 30 April 2014
  • Mathematics
  • arXiv: Probability
We give a bound on the mixing time of a uniformly ergodic, reversible Markov chain in terms of the spectral radius of the transition operator. This bound has been established previously in finite state spaces, and is widely believed to hold in general state spaces, but a proof has not been provided to our knowledge. 

References

SHOWING 1-4 OF 4 REFERENCES

Geometric Ergodicity and Hybrid Markov Chains

Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a

General state space Markov chains and MCMC algorithms

This paper surveys various results about Markov chains on gen- eral (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the

A Course In Functional Analysis

TLDR
A course in functional analysis is universally compatible with any devices to read and is available in the book collection an online access to it is set as public so you can get it instantly.

Some Inequalities for Reversible Markov Chains