Talks
Spring 2016
Rates of Convergence for 'Features' of a Markov Chain
Thursday, February 25th, 2016, 9:30 am–10:15 am
Speaker:
Location:
Calvin Lab
Often practitioners run a Markov chain because they are interested in some feature of the chain. This might become suitably random much faster than "all features". In this talk, I collect together some examples and methods. One striking example drawn from work with Bob Hough: simple random walk on k x k (uni-upper-triangular) matrices with entries mod p, entries just above diagonal take order p^2 steps to get random, entries on the 2nd diagonal take order p steps, entries on the kth diagonal take p^2/k steps.
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