Abstract
Algebraic convergence in the $L^2$-sense is studied for general time-continuous, reversible Markov chains with countable state space, and especially for birth--death chains. Some criteria for the convergence are presented. The results are effective since the convergence region can be completely covered, as illustrated by two examples.
Citation
Mu-Fa Chen. Ying-Zhe Wang. "Algebraic convergence of Markov chains." Ann. Appl. Probab. 13 (2) 604 - 627, May 2003. https://doi.org/10.1214/aoap/1050689596
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