arXiv:0712.1375 Abstract | arXiv Analytics

arXiv:0712.1375 [math.PR]Abstract References Reviews Resources

Commutation relations and Markov chains

Published 2007-12-09, updated 2008-01-20Version 2

It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions whose stationary distribution is the Ewens distribution, and some birth-death chains.

Comments: 37 pages; referee suggestions implemented, discuss up-down chains as well, slightly better bounds in Props. 5.6, 7.6

Categories: math.PR, math.CO

Keywords: markov chains, commutation relations, local random walk, convergence rate, stationary distribution

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