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math.PR2013★ 5 cited
Convergence analysis of some multivariate Markov chains using stochastic monotonicity
Kshitij Khare, Nabanita Mukherjee
We provide a nonasymptotic analysis of convergence to stationarity for a collection of Markov chains on multivariate state spaces, from arbitrary starting points, thereby generaliz…
math.PR2009★ 30 cited
Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
Kshitij Khare, Hua Zhou
We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have mu…
math.PR2007
The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions
Kshitij Khare
For a skip-free Markov process on non-negative integers with generator matrix Q, we evaluate the joint Laplace transform of the occupation times before hitting the state n (startin…