Comparison Theorems for Reversible Markov Chains
Persi Diaconis and Laurent Saloff-Coste
Source: Ann. Appl. Probab. Volume 3, Number 3
(1993), 696-730.
Abstract
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 results for the exclusion process.
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Keywords: Markov chains; eigenvalues; exclusion process; Poincare inequalities; Bernoulli-Laplace diffusion
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aoap/1177005359
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aoap/1177005359
Mathematical Reviews number (MathSciNet): MR1233621
Zentralblatt MATH identifier: 0799.60058
The Annals of Applied Probability
