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Anis Moumeni

Merging for time-inhomogeneous Markov chains via Poincaré inequality
星期二, 7 五月, 2024 - 14:0015:00
Résumé : 

We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincaré inequalities. We assume that our Markov chain admits a finite invariant measure at each time and that the sequence of these invariant measures is non-decreasing. We deduce quantitative bounds on the merging time of the distributions for the chain started at two arbitrary points and we illustrate this new result with examples.

Institution de l'orateur : 
I2M
Thème de recherche : 
Probabilités
Salle : 
4
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