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Spectral theoretic characterisation of Markov chain convergence (2410.15829v1)

Published 21 Oct 2024 in math.DS, math.CA, and math.PR

Abstract: In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure of the Markov chain. This approach also leads to a direct proof of convergence to the invariant measure, along with explicit convergence rates. We show how our method can be applied to a class of related Markov chains including the logistic map, the tent map and Chebyshev maps of arbitrary order.

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