Spectral gap and convergence rate for discrete-time Markov chains
DOI10.1007/S10114-013-2594-1zbMATH Open1314.60139OpenAlexW2039735209MaRDI QIDQ381065FDOQ381065
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
Recommendations
- Computable bounds of an \(\ell^2\)-spectral gap for discrete Markov chains with band transition matrices
- ON THE SPECTRAL GAP OF A TIME REVERSIBLE MARKOV CHAIN
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
- Isoperimetric constants and spectral properties for time reversible Markov chains
- On spectral gap estimates of a Markov chain via hitting times and coupling
convergence ratespectral gapstrong ergodicitytransiencegeometric ergodicitydiscrete-time Markov chains
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodic theorems, spectral theory, Markov operators (37A30) Transition functions, generators and resolvents (60J35)
Cites Work
- Markov chains and stochastic stability
- Continuous-time Markov chains. An applications-oriented approach
- Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
- Title not available (Why is that?)
- Speed of stability for birth-death processes
- Title not available (Why is that?)
- FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- Convergence rates in strong ergodicity for Markov processes
- Exponential convergence to equilibrium for a class of random-walk models
- A uniform theory for sums of Markov chain transition probabilities
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convergence rates for reversible Markov chains without the assumption of nonnegative definite matrices
Cited In (9)
- Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions
- Sharp bounds on eigenvalues via spectral embedding based on signless Laplacians
- Perturbation bounds and convergence rates for uniformly ergodic Markov chains
- On spectral gap estimates of a Markov chain via hitting times and coupling
- Viterbi algorithms for hidden Markov models with partially visible states
- Delay-range-dependent stability criteria for delayed discrete-time Lur'e system with sector-bounded nonlinearities
- Sharp bounds for upper and bottom spectrum of Hermitizable tridiagonal matrices
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
- The \(N\)-limit of spectral gap of a class of birth-death Markov chains
This page was built for publication: Spectral gap and convergence rate for discrete-time Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q381065)
