The spectral gap and perturbation bounds for reversible continuous-time Markov chains

DOI10.1239/jap/1101840568zbMath1066.60070OpenAlexW2107400714MaRDI QIDQ4660547

Alexander Mitrophanov

Publication date: 4 April 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d451dd879bf55d9775ff18abc7c2c46a224afbf5

zbMATH Keywords

eigenvaluesensitivity analysiscondition numberreversibility

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

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Cites Work

• Sensitivity of finite Markov chains under perturbation
• Empirical convergence rates for continuous-time Markov chains
• Sensitivity of the Stationary Distribution of a Markov Chain
• Stability and exponential convergence of continuous-time Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain

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