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Key words: cumulative Bernoulli trials; multivariate Markov chains; 9 − j symbols; transition kernel; Askey–Wilson polynomials; eigenvalue problem; trinomial distribution;
In earlier work (Wilson, 2001) we derived upper and lower bounds on the mixing time of a variety of Markov chains, including Markov chains on lozenge tilings, card shuffling,
In discrete time, studies of quantitative convergence rates have been motivated largely by Markov chain Monte Carlo algorithms (see Gelfand and Smith, 1990; Smith and Roberts,
Keywords and phrases: Diffusion Process, Geometric Brownian Motion, Markov Intertwining Kernel, (strict) Local Martingale,
The case of Markov chains was first considered by Marton [20; 21] : for uniformly contracting Markov chains, in particular for ergodic Markov chains with finite state space,
Markov chain Monte Carlo, Fill’s algorithm, perfect sampling, exact sampling, rejection sam- pling, stochastic monotonicity, partially ordered set, monotone coupling,
Zeitouni, Limit theorems for one- dimensional transient random walks in Markov environments, to appear in Ann. Solomon, Random walks in random
Remark 4.3 Of course, one can combine Theorems 3.4, 4.1 and 4.2 into one theorem about the density of Feynman-Kac semigroup given by additive functionals involving all three
