On absorption times and Dirichlet eigenvalues

DOI10.1051/ps:2008037zbMath1222.60050OpenAlexW2154917693MaRDI QIDQ3085572

Laurent Miclo

Publication date: 31 March 2011

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/245435

zbMATH Keywords

Dirichlet eigenvalueslocal equilibriaexit or absorption timesirreducible reversible finite Markov chainsstrong random times

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (20)

Antiduality and Möbius monotonicity: generalized coupon collector problem ⋮ Metastable states, quasi-stationary distributions and soft measures ⋮ Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks ⋮ Hitting time distributions for denumerable birth and death processes ⋮ Monotonicity for continuous-time random walks ⋮ A probabilistic proof of Cooper and Frieze's "First Visit Time Lemma" ⋮ Surprise Probabilities in Markov Chains ⋮ On the Markovian Similarity ⋮ Unnamed Item ⋮ Usual and stochastic tail orders between hitting times for two Markov chains ⋮ Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings ⋮ Skip-free Markov chains ⋮ Approximate and exact solutions of intertwining equations through random spanning forests ⋮ Frogs on trees? ⋮ Random forests and networks analysis ⋮ Two applications of random spanning forests ⋮ On the Markov commutator ⋮ Analysis of non-reversible Markov chains via similarity orbits ⋮ On metastability ⋮ On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes

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