(Enter summary)
Abstract: Application of Geometric Bounds to Convergence
Rate of Markov Chains and Markov Processes on
Ph.D. 2001
Wai Kong Yuen
Department of Mathematics
University of Toronto
Quantitative geometric rates of convergence for reversible Markov chains
are closely related to the spectral gap of the corresponding operator, which is
hard to calculate for general state spaces. This thesis describes a geometric
argument to give dierent types of bounds for spectral gaps of Markov chains
on bounded... (Update)
Context of citations to this paper: More
...used a similar geometric arguments with paths to bound the second largest eigenvalue of a self adjoint discrete time Markov chain. Yuen [39] generalized the path argument to bound the spectral gap of a discrete time Markov chain on R n : In this paper, by considering some...
...Chapter 5 and discuss some possible development and improvement in the future. Parts of Chapters 1, 2 and 3 were already published in Yuen [44]. 1.2 Basic Notations and the Cheeger s Inequality In this section, we describe the type of Markov chains and Markov processes...
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BibTeX entry: (Update)
W.K. Yuen, Applications of geometric bounds to the convergence rate of Markov chains on R n , Stochastic processes and their Applications 87 (2000) 1-23. 37 http://citeseer.ist.psu.edu/yuen01application.html More
@misc{ yuen00applications,
author = "W. Yuen",
title = "Applications of geometric bounds to the convergence rate of Markov chains
on R n",
text = "W.K. Yuen, Applications of geometric bounds to the convergence rate of
Markov chains on R n , Stochastic processes and their Applications 87 (2000)
1-23. 37",
year = "2000",
url = "citeseer.ist.psu.edu/yuen01application.html" }
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