Geometric ergodicity and the spectral gap of non-reversible Markov chains

DOI10.1007/s00440-011-0373-4zbMath1263.60064arXiv0906.5322OpenAlexW2140400853MaRDI QIDQ1930854

Ioannis Kontoyiannis, Sean P. Meyn

Publication date: 14 January 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.5322

zbMATH Keywords

stochastic Lyapunov functionspectral theoryMarkov chainspectral gapreversibilitygeometric ergodicity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30)

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