On the spectral radius of the (L,\kappa)-lazy Markov chain

MaRDI QIDQ6428200zbMATH OpenFDO

Authors Li Qian, Zhenyao Sun

Publication date 2 March 2023

Abstract: We consider an $(L,kappa)$-lazy operation on an irreducible Markov transition probability $P$ with state space $S$ where $LsubsetS$ and $kappain[0,1)$. For each $xinL$ and $yinS$, this $(L,kappa)$-operation replaces $P(x,y)$, the transition probability from $x$ to $y$, by $kappa{1}_{x=y}+(1-kappa)P(x,y)$. We are interested in how $L$ and $kappa$ influence the spectral radius $h{o}_k^{L}appa$ of this new transition probability. We first show that $h{o}_k^{L}appa$ is non-decreasing and continuous in $kappa$. We then show that: (1) If $L$ is nonempty and finite, then $P$ being rho-transient is equivalent to that the growth of $displaystyle(h{o}_k^{L}appa{)}_{kappain[0,1)}$ exhibits a phase transition: There exists a critical value $kapp{a}_c(L)in(0,1)$ such that $kappamapstoh{o}_k^{L}appa$ is a constant on $[0,kapp{a}_c(L)]$ and increases strictly on $[kapp{a}_c(L),1)$; (2) For every $kappain(0,1)$, if $SsetminusL$ is nonempty and finite, then $h{o}_k^{L}appa=h{o}_k^{S}appa$ if and only if $P$ is not strictly rho-recurrent.

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