Geometric inequalities for the eigenvalues of concentrated Markov chains

DOI10.1239/JAP/1014842265MaRDI QIDQ4503207zbMATH OpenOpenAlexFDO

Authors Olivier Francois

Publication date 21 May 2001

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/dfac6866f242bad6b71ae6061fd150c145fadd4a

zbMATH Keywords

Metropolis-Hastings algorithmminimizationisoperimetric constantdiscrete Markov chain

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inequalities involving eigenvalues and eigenvectors (15A42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(7)

• On the Convergence of Reversible Markov Chains
• Cheeger inequalities for absorbing Markov chains
• A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
• Consistent estimation of the spectrum of trace class data augmentation algorithms
• Improved bounds for the large-time behaviour of simulated annealing
• Distributions of values of indefinite forms and higher-order spectral estimates for finite Markov chains.
• Eigenvalue inequalities for the Markov diffusion operator

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