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We develop bounds for the second largest eigenvalue and spectral gap
of a reversible Markov chain. The bounds depend on geometric quantities
such as the maximum degree, diameter and covering numbe...
COMPARISON THEOREMS FOR REVERSIBLE MARKOV CHAINS
Geometry inequality reversible markov chain the characteristic value
2015/7/14
We introduce geometric comparison inequalities that give bounds on
the eigenvalues of a reversible Markov chain in terms of the eigenvalues
of a second chain. The bounds are applied to get sharp r...
Reduction of Markov chains with two-time-scale state transitions
Reduction Markov chain time scale approximation limit behavior
2014/12/5
We consider a general class of two-time-scale Markov chains whose transition rate matrices
depend on a parameterI. We assume that some transition rates of the Markov chain will tend to
infinity as I...