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 ratespectral gapstrong ergodicitytransiencegeometric ergodicitydiscrete-time Markov chains

Mathematics Subject Classification ID

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

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• Continuous-time Markov chains. An applications-oriented approach
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• Convergence rates in strong ergodicity for Markov processes
• Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
• Exponential convergence to equilibrium for a class of random-walk models
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
• Markov chains and stochastic stability
• Speed of stability for birth-death processes

Cited in

(12)

• Sharp bounds for upper and bottom spectrum of Hermitizable tridiagonal matrices
• Perturbation bounds and convergence rates for uniformly ergodic Markov chains
• Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
• Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions
• Computable bounds of an \(\ell^2\)-spectral gap for discrete Markov chains with band transition matrices
• Estimate the exponential convergence rate of \(f\)-ergodicity via spectral gap
• Geometric ergodicity and the spectral gap of non-reversible Markov chains
• Sharp bounds on eigenvalues via spectral embedding based on signless Laplacians
• The \(N\)-limit of spectral gap of a class of birth-death Markov chains
• Delay-range-dependent stability criteria for delayed discrete-time Lur'e system with sector-bounded nonlinearities
• On spectral gap estimates of a Markov chain via hitting times and coupling
• Viterbi algorithms for hidden Markov models with partially visible states

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