97-506 Stefano Isola

On the rate of convergence to equilibrium for countable ergodic Markov chains (49K, Plain-Tex) Sep 17, 97

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Abstract. Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $\ell \geq 1$ the rate of convergence towards the stationary distribution is $o(n^{-(\ell-1)})$, provided the initial distribution satisfies certain conditions of asymptotic decay. An example, modelling temporal intermittency in dynamical system theory, is worked out in detail, illustrating the relationships between convergence behaviour, analytic properties of the generating functions associated to transition probabilities and spectral properties of the Markov operator $P$ on the Banach space $\ell_1$. Explicit conditions allowing to obtain either optimal bounds or the actual asymptotics for the rate of convergence are also discussed.

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