Open Access
2005 Symmetry Analysis of Reversible Markov Chains
Stephen Boyd, Persi Diaconis, Pablo Parrilo, Lin Xiao
Internet Math. 2(1): 31-71 (2005).

Abstract

We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools involving a group commuting with a self-adjoint operator with criteria for an eigenvector to descend to an orbit graph. As examples, we show that the Metropolis construction can dominate a max-degree construction by an arbitrary amount and that, in turn, the fastest mixing Markov chain can dominate the Metropolis construction by an arbitrary amount.

Citation

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Stephen Boyd. Persi Diaconis. Pablo Parrilo. Lin Xiao. "Symmetry Analysis of Reversible Markov Chains." Internet Math. 2 (1) 31 - 71, 2005.

Information

Published: 2005
First available in Project Euclid: 5 October 2005

zbMATH: 1087.60057
MathSciNet: MR2166276

Rights: Copyright © 2005 A K Peters, Ltd.

Vol.2 • No. 1 • 2005
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