The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 3, Number 3 (1993), 696-730.
Comparison Theorems for Reversible Markov Chains
Persi Diaconis and Laurent Saloff-Coste
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.
Article information
Source
Ann. Appl. Probab., Volume 3, Number 3 (1993), 696-730.
Dates
First available in Project Euclid: 19 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aoap/1177005359
Digital Object Identifier
doi:10.1214/aoap/1177005359
Mathematical Reviews number (MathSciNet)
MR1233621
Zentralblatt MATH identifier
0799.60058
JSTOR
links.jstor.org
Subjects
Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 60F05: Central limit and other weak theorems
Keywords
Markov chains eigenvalues exclusion process Poincare inequalities Bernoulli-Laplace diffusion
Citation
Diaconis, Persi; Saloff-Coste, Laurent. Comparison Theorems for Reversible Markov Chains. Ann. Appl. Probab. 3 (1993), no. 3, 696--730. doi:10.1214/aoap/1177005359. https://projecteuclid.org/euclid.aoap/1177005359
