Interlacing eigenvalues in time reversible Markov chains
For irreducible, reversible, finite state Markov chains the author observes that two sets of eigenvalues related to the transition rate matrix \(Q\), \((\lambda_0,\dots,\lambda_m)\) and \((\nu_1,\dots,\nu_m)\), are interlaced so that \(\lambda_0<\nu_1<\lambda_1<\cdots< \gamma_m< \lambda_m\). Many quantities associated with \({\mathcal L}_\pi T_A\), the distribution of the first time to \(A\) starting in steady state, can be expressed in terms of these eigenvalues, and the interlacing property can be exploited to obtain approximations.
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