Spectral Analysis, without Eigenvectors, for Markov Chains

DOI10.1017/S0269964800001972zbMath1134.60373OpenAlexW2123326462MaRDI QIDQ3416003

Mark Brown

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800001972

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (5)

Approximating the eigenvalues and eigenvectors of birth and death matrices ⋮ An inverse problem in birth and death processes ⋮ Separation cutoffs for random walk on irreducible representations ⋮ Birth and Death (BDP) Process Models with Applications ⋮ Commutation relations and Markov chains

Cites Work

• Strong stationary times via a new form of duality
• Strong uniform times and finite random walks
• A survey of the theory of spectral operators
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