Geometric L2 and L1 convergence are equivalent for reversible Markov chains
- 1 January 2001
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 38 (A), 37-41
- https://doi.org/10.1239/jap/1085496589
Abstract
The paper proves the statement of the title, and shows that it has useful applications in evaluating the convergence of queueing models and Gibbs samplers with deterministic and random scans.Keywords
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