Estimation of spectral gap for Markov chains

DOI10.1007/BF02106789zbMATH Open0867.60038MaRDI QIDQ4332300FDOQ4332300

Authors: Mu-Fa Chen 

Publication date: 4 August 1997

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

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zbMATH Keywords

Markov chainsspectral gapcouplings

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Geometric bounds for eigenvalues of Markov chains
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• Application of coupling methods to the Neumann eigenvalue problem
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• Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes
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• Absence of mass gap for a class of stochastic contour models.
• Asymptotics of exit times for Markov jump processes. I
• Spectral gap for diffusion processes on noncompact manifolds
• Title not available (Why is that?)

Cited In (42)

• Intertwining and commutation relations for birth-death processes
• Metropolis-Hastings reversiblizations of non-reversible Markov chains
• Exponential \(L_2\)-convergence of quantum Markov semigroups on \({\mathcal B}(h)\)
• Nash inequalities for general symmetric forms
• Numerical computations of geometric ergodicity for stochastic dynamics
• Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms
• \(L^1\)-Poincaré inequality for discrete time Markov chains
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
• Speed of stability for birth-death processes
• Extinction Probability in A Birth-Death Process with Killing
• Note on the knapsack Markov chain.
• COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
• Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
• \(L^ 2\) convergence of time nonhomogeneous Markov processes. I: Spectral estimates
• Computable bounds on the spectral gap for unreliable Jackson networks
• Spectral gap, isoperimetry and concentration on trees
• Representations for the extreme zeros of orthogonal polynomials
• Algebraic convergence of Markov chains
• Using coupling methods to estimate sample quality of stochastic differential equations
• Spectral gap and convex concentration inequalities for birth-death processes
• New point view of spectral gap in functional spaces for birth-death processes
• Computable Bounds for the Decay Parameter of a Birth–Death Process
• Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
• Explicit bounds of the first eigenvalue.
• Analytic proof of dual variational formula for the first eigenvalue in dimension one
• Lipschitzian norms and functional inequalities for birth-death processes
• Right order spectral gap estimates for generating sets of ℤ₄
• Rate of convergence to stationarity of the system \( M / M / N / N + R \)
• The decay function of nonhomogeneous birth-death processes, with application to mean-field models
• The spectral gap for quasi-birth and death processes
• Exponential convergence rate in entropy
• Convergence rates in strong ergodicity for Markov processes
• Estimate of exponential convergence rate in total variation by spectral gap
• A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature
• On swapping and simulated tempering algorithms.
• A discrete log-Sobolev inequality under a Bakry-Émery type condition
• Variational formulas and approximation theorems for the first eigenvalue in dimension one
• Title not available (Why is that?)
• The first Dirichlet eigenvalue of birth-death process on trees
• Nonstationary Markovian queues
• Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap.
• Coupling, spectral gap and related topics. I

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