An interlacing theorem for reversible Markov chains

DOI10.1088/1751-8113/41/21/212002MaRDI QIDQ3503810zbMATH OpenOpenAlexFDO

Authors Karl Heinz Hoffmann, Peter Salamon, Robert D. Grone

Publication date 9 June 2008

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8113/41/21/212002

zbMATH Keywords

interlacinglumpingMarkov chainreversibility

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of statistics to physics (62P35) Monte Carlo methods (65C05)

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(8)

• Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one
• Interlacing eigenvalues in time reversible Markov chains
• An extension of the gärtner-ellis Theorem with applications To reversible markov chains And some stationary sequences
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics
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• Iterated decomposition of biased permutations via new bounds on the spectral gap of Markov chains
• Non-asymptotic estimates for Markov transition matrices via spectral gap methods

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