Eigenvalue bounds on restrictions of reversible nearly uncoupled Markov chains

DOI10.1016/j.laa.2004.10.018zbMath1076.15018OpenAlexW2094375648MaRDI QIDQ1774996

Christof Schütte, Alexander Fischer, Eike Meerbach

Publication date: 4 May 2005

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.10.018

zbMATH Keywords

eigenvalueMarkov chainsstochastic matricesstationary distributioneigenvalue boundsrapid mixingbiomoleculesconfirmation dynamicsstochastic complementationuncoupling-coupling

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inequalities involving eigenvalues and eigenvectors (15A42) Stochastic matrices (15B51)

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Cites Work

• Uncoupling the Perron eigenvector problem
• Non-negative matrices and Markov chains. 2nd ed
• A direct approach to conformational dynamics based on hybrid Monte Carlo
• On the structure of stochastic matrices with a subdominant eigenvalue near 1
• Identification of almost invariant aggregates in reversible nearly uncoupled Markov chains
• Markov chain decomposition for convergence rate analysis
• Numerical Experiments with Iteration and Aggregation for Markov Chains
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
• On the swapping algorithm
• A Revised Stochastic Complementation Algorithm for Nearly Completely Decomposable Markov Chains
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