L-2 CONVERGENCE OF TIME NONHOMOGENEOUS MARKOV PROCESSES: I. SPECTRAL ESTIMATES

被引：21
|
作者：
Deuschel, Jean-Dominique [1 ]
Mazza, Christian [2 ]
机构：
[1] ETH Zurich, Zurich, Switzerland
[2] Univ Fribourg, Inst Math, CH-1700 Fribourg, Switzerland
来源：
ANNALS OF APPLIED PROBABILITY | 1994年 / 4卷 / 04期
基金：
瑞士国家科学基金会;
关键词：
Dirichlet forms; first hitting time; geometric bounds; L-2; convergence; Metropolis; nonsymmetric Markov chains; spectral gap; ultrametricity;
D O I：
10.1214/aoap/1177004901
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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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页码：1012 / 1056
页数：45
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