Merging for time-inhomogeneous Markov chains via Poincaré inequality
Mardi, 7 Mai, 2024 - 14:00 à 15:00
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