Orthogonality and probability: mixing times

2009/10/14 by Yevgeniy Kovchegov, Kovchegov, Yevgeniy
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.0910.2722

openalex publication_date 2009/10/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.

Citations

• Renewal theory and computable convergence rates for geometrically ergodic Markov chains

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