Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
Author(s) -
Persi Diaconis,
Kelsey Houston-Edwards,
Laurent SaloffCoste
Publication year - 2020
Publication title -
latin american journal of probability and mathematical statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.667
H-Index - 18
ISSN - 1980-0436
DOI - 10.30757/alea.v17-35
Subject(s) - markov chain , examples of markov chains , computer science , mathematics , statistical physics , markov model , markov property , statistics , physics
For a relatively large class of well-behaved absorbing (or killed) finite Markov chains, we give detailed quantitative estimates regarding the behavior of the chain before it is absorbed (or killed). Typical examples are random walks on box-like finite subsets of the square lattice $\mathbb Z^d$ absorbed (or killed) at the boundary. The analysis is based on Poincar\'e, Nash, and Harnack inequalities, moderate growth, and on the notions of John and inner-uniform domains.
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