An interlacing theorem for reversible Markov chains

DOI10.1088/1751-8113/41/21/212002zbMath1148.60046OpenAlexW2008374805MaRDI QIDQ3503810

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

Markov chainreversibilityinterlacinglumping

Mathematics Subject Classification ID

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

Related Items (3)

Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one ⋮ Unnamed Item ⋮ Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics

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