Article contents
A monotonicity in reversible Markov chains
Published online by Cambridge University Press: 14 July 2016
Abstract
In this paper we identify a monotonicity in all countable-state-space reversible Markov chains and examine several consequences of this structure. In particular, we show that the return times to every state in a reversible chain have a decreasing hazard rate on the subsequence of even times. This monotonicity is used to develop geometric convergence rate bounds for time-reversible Markov chains. Results relating the radius of convergence of the probability generating function of first return times to the chain's rate of convergence are presented. An effort is made to keep the exposition rudimentary.
MSC classification
- Type
- Research Papers
- Information
- Copyright
- © Applied Probability Trust 2006
References
- 2
- Cited by