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arxiv: 1109.6050 · v2 · pith:YBFVBLTXnew · submitted 2011-09-27 · 🧮 math.CA · math.PR

A Class of Markov Chains with no Spectral Gap

classification 🧮 math.CA math.PR
keywords chainsdistributionmarkovspectralstationaryboundconvergencelack
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In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to estimate the rate of convergence to a stationary distribution. We use a method of Koornwinder to generate a large and interesting family of random walks which exhibits a lack of spectral gap, and a polynomial rate of convergence to the stationary distribution. For the Chebyshev type subfamily of Markov chains, we use asymptotic techniques to obtain an upper bound of order $O({\log{t} \over \sqrt{t}})$ and a lower bound of order $O({1 \over \sqrt{t}})$ on the distance to the stationary distribution regardless of the initial state. Due to the lack of a spectral gap, these results lie outside the scope of geometric ergodicity theory.

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