Some universal estimates on convergence to equilibrium in reversible Markov chains∗

نویسنده

  • Mykhaylo Shkolnikov
چکیده

We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L norms. The estimates in total variation norm are obtained using a novel identity relating the convergence to equilibrium of a reversible Markov chain to the increase in the entropy of its one-dimensional distributions. In addition, for chains reversible with respect to the uniform measure, we show how the global convergence to equilibrium can be controlled using the entropy accumulated by the chain.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains(

This paper studies the equivalence of exponential ergodicity and L-exponential convergence mainly for continuous-time Markov chains. In the reversible case, we show that the known criteria for exponential ergodicity are also criteria for L-exponential convergence. Until now, no criterion for L-exponential convergence has appeared in the literature. Some estimates for the rate of convergence of ...

متن کامل

Stochastic Analysis of Reversible Self-Assembly

The theoretical basis of computational self-assembly dates back to the idea of Wang tiling models in the early 1960s. More recently, it has been recognized that self-assembly is a promising route to nano-scale computation and there have been many experimental demonstrations of self-assembling DNA tiles performing computation. Winfree proposed abstract irreversible (only tile accretion is allowe...

متن کامل

On the spectral analysis of second-order Markov chains

Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators. Nevertheless and even if they are not diagonalizable in general, we study some features of their spectral decompositions and in particular the behavior of the spectral gap unde...

متن کامل

Renewal theory and computable convergence rates for geometrically ergodic Markov chains

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and Tweedie, and from estimates using coupling, although we start from essentially the same assumptions of a drift condition towards a “small set”. The estimates sh...

متن کامل

Three Kinds of Geometric Convergence for Markov Chains and the Spectral Gap Property

In this paper we investigate three types of convergence for geometrically ergodic Markov chains (MCs) with countable state space, which in general lead to different ‘rates of convergence’. For reversible Markov chains it is shown that these rates coincide. For general MCs we show some connections between their rates and those of the associated reversed MCs. Moreover, we study the relations betw...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013