March 2012 Spectral theory for weakly reversible Markov chains
Achim Wübker
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J. Appl. Probab. 49(1): 245-265 (March 2012). DOI: 10.1239/jap/1331216845

Abstract

The theory of L2-spectral gaps for reversible Markov chains has been studied by many authors. In this paper we consider positive recurrent general state space Markov chains with stationary transition probabilities. Replacing the assumption of reversibility with a weaker assumption, we still obtain a simple necessary and sufficient condition for the spectral gap property of the associated Markov operator in terms of the isoperimetric constant. We show that this result can be applied to a large class of Markov chains, including those that are related to positive recurrent finite-range random walks on Z.

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Achim Wübker. "Spectral theory for weakly reversible Markov chains." J. Appl. Probab. 49 (1) 245 - 265, March 2012. https://doi.org/10.1239/jap/1331216845

Information

Published: March 2012
First available in Project Euclid: 8 March 2012

zbMATH: 1246.37012
MathSciNet: MR2952893
Digital Object Identifier: 10.1239/jap/1331216845

Subjects:
Primary: 37A30 , 60J10

Keywords: general state space , isoperimetric constant , Markov chain , reversibility , spectral gap property

Rights: Copyright © 2012 Applied Probability Trust

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Vol.49 • No. 1 • March 2012
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