Spectral gap and convergence rate for discrete-time Markov chains

DOI10.1007/S10114-013-2594-1MaRDI QIDQ381065zbMATH OpenOpenAlexFDO

Authors Yonghua Mao, Yan-Hong Song

Publication date 15 November 2013

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-013-2594-1

zbMATH Keywords

convergence ratediscrete-time Markov chainsgeometric ergodicityspectral gapstrong ergodicitytransience

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35)

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Cites work

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• Convergence rates in strong ergodicity for Markov processes
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• Exponential convergence to equilibrium for a class of random-walk models
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
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Cited in

(16)

• A subexponential upper bound for entropy convergence of Markov chains with a spectral gap
• Geometric ergodicity and the spectral gap of non-reversible Markov chains
• Sharp bounds on eigenvalues via spectral embedding based on signless Laplacians
• Delay-range-dependent stability criteria for delayed discrete-time Lur'e system with sector-bounded nonlinearities
• Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions
• The N-limit of spectral gap of a class of birth-death Markov chains
• Computable bounds of an ^2-spectral gap for discrete Markov chains with band transition matrices
• Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
• scientific article; zbMATH DE number 1210394 (Why is no real title available?)
• On spectral gap estimates of a Markov chain via hitting times and coupling
• ON THE SPECTRAL GAP OF A TIME REVERSIBLE MARKOV CHAIN
• Perturbation bounds and convergence rates for uniformly ergodic Markov chains
• Viterbi algorithms for hidden Markov models with partially visible states
• Sharp bounds for upper and bottom spectrum of Hermitizable tridiagonal matrices
• The error term in the Cohen-Lenstra heuristic via the random matrix approach
• Estimate the exponential convergence rate of \(f\)-ergodicity via spectral gap

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