These bounds also allow us to improve on the bounds in [CLP99] for some chains on finite state spaces.doi:10.1007/s10959-017-0745-5Kavita RamananAaron SmithSpringer USJournal of Theoretical ProbabilityK. Ramanan and A. Smith, "Bounds on lifting continuous markov chains to speed up mixing,"...
A "lifting" of a Markov chain is a larger chain obtained by replacing each state of the original chain by a set of states, with transition probabilities defined in such a way that the lifted chain projects down exactly to the original one. It is well known that lifting can potentially ...
A "lifting" of a Markov chain is a larger chain obtained by replacing each state of the original chain by a set of states, with transition probabilities defined in such a way that the lifted chain projects down exactly to the original one. It is well known that lifting can potentially ...