Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains

DOI10.1017/S0963548300000699MaRDI QIDQ4289296zbMATH OpenFDO

Authors Salvatore Ingrassia

Publication date 24 May 1994

Published in Combinatorics, Probability and Computing (Search for Journal in Brave)

zbMATH Keywords

rate of convergencespectral gapreversible Markov chain

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• ON THE SPECTRAL GAP OF A TIME REVERSIBLE MARKOV CHAIN
• Geometric ergodicity and the spectral gap of non-reversible Markov chains
• Three kinds of geometric convergence for Markov chains and the spectral gap property
• On the Convergence of Reversible Markov Chains

Cites work

• scientific article; zbMATH DE number 3934150 (Why is no real title available?)
• scientific article; zbMATH DE number 41787 (Why is no real title available?)
• scientific article; zbMATH DE number 3242625 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• A Markov chain on the symmetric group and Jack symmetric functions
• A generalization of Chernoff inequality via stochastic analysis
• A note on an inequality involving the normal distribution
• Approximate counting, uniform generation and rapidly mixing Markov chains
• Bounds for eigenvalues of certain stochastic matrices
• Bounds for eigenvalues of doubly stochastic matrices
• Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
• Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
• Finite Continuous Time Markov Chains
• Geometric bounds for eigenvalues of Markov chains
• Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
• Non-negative matrices and Markov chains.
• On an inequality of Chernoff
• On upper and lower bounds for the variance of a function of a random variable
• Poincaré-type inequalities via stochastic integrals
• Random walks on graphs, electric networks and fractals
• Strong uniform times and finite random walks
• Transportation in graphs and the admittance spectrum

Cited in

(12)

• The smallest eigenvalue for reversible Markov chains
• Efficient Markovian couplings: Examples and counterexamples
• Mixing time estimation in reversible Markov chains from a single sample path
• Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain
• Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
• Spectral gap and curvature of monotone Markov chains
• Efficient Markovian couplings: Examples and counterexamples.
• Estimation of spectral gap for Markov chains
• On spectral gap estimates of a Markov chain via hitting times and coupling
• Improved estimation of relaxation time in nonreversible Markov chains
• Estimating the spectral gap of a trace-class Markov operator
• Three kinds of geometric convergence for Markov chains and the spectral gap property

This page was built for publication: Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4289296)