The smallest eigenvalue for reversible Markov chains
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Publication:1826846
DOI10.1016/j.laa.2003.12.007zbMath1043.60057OpenAlexW2063062879MaRDI QIDQ1826846
Publication date: 6 August 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2003.12.007
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Positive matrices and their generalizations; cones of matrices (15B48)
Related Items (5)
Universality of cutoff for graphs with an added random matching ⋮ Covariance structure behind breaking of ensemble equivalence in random graphs ⋮ Constructing optimal transition matrix for Markov chain Monte Carlo ⋮ The normalized Laplacian spectrum of subdivisions of a graph ⋮ On the spectrum of the normalized Laplacian of iterated triangulations of graphs
Cites Work
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- Geometric bounds for eigenvalues of Markov chains
- Eigenvalues and expanders
- Computing the stationary distribution for infinite Markov chains
- A Markov chain on the symmetric group and Jack symmetric functions
- Comparing eigenvalue bounds for Markov chains: When does Poincaré beat Cheeger?
- On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
- On the Convergence of Reversible Markov Chains
- A characterization of the smallest eigenvalue of a graph
- Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains
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