Spectral gap and convergence rate for discrete-time Markov chains

DOI10.1007/s10114-013-2594-1zbMath1314.60139OpenAlexW2039735209MaRDI QIDQ381065

Yong Hua Mao, Yan-Hong Song

Publication date: 15 November 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-013-2594-1

zbMATH Keywords

spectral gapconvergence ratetransiencegeometric ergodicitystrong ergodicitydiscrete-time Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodic theorems, spectral theory, Markov operators (37A30) Transition functions, generators and resolvents (60J35)

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Delay-range-dependent stability criteria for delayed discrete-time Lur'e system with sector-bounded nonlinearities ⋮ Sharp bounds on eigenvalues via spectral embedding based on signless Laplacians

Cites Work

• Speed of stability for birth-death processes
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• Markov chains and stochastic stability
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• Continuous-time Markov chains. An applications-oriented approach
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• Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
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