English

A Strict Gap Between Relaxed and Partition-Constrained Spectral Compression in a Six-State Lumpable Markov Chain

Probability 2026-04-14 v1 Econometrics Combinatorics Statistics Theory Statistics Theory

Abstract

This paper studies a finite reversible lumpable Markov chain for which relaxed spectral compression yields a larger determinant than partition-constrained compression. For a symmetric six-state lumpable chain and the positive operator T=P2T=P^2, I compare the relaxed benchmark \begin{equation*} \mathfrak D^{\mathrm{rel}}_3(T):=\sup_{U^*U=I_3}\det(U^*TU) \end{equation*} and the partition-constrained benchmark \begin{equation*} \sup_{\mathcal A\,\mathrm{3\text{-}partition}}\det Q_{\mathcal A}(T), \qquad Q_{\mathcal A}(T)=H_{\mathcal A}^*TH_{\mathcal A}. \end{equation*} Here the partition-constrained benchmark is the compression induced by normalized indicator vectors of genuine partitions of the state space. I derive closed formulas for the two analytically central partition families, prove strict upper bounds for both in a local-mode-dominated regime, and combine these bounds with an exhaustive enumeration of all 9090 partitions into three nonempty cells in an explicit six-state model. For this model, one obtains a strict global gap: \begin{equation*} \sup_{\mathcal A}\det Q_{\mathcal A}(T)<\mathfrak D^{\mathrm{rel}}_3(T). \end{equation*} Thus, in this model, indicator-based partition frames are strictly weaker than relaxed orthonormal frames even after global partition-constrained optimization.

Keywords

Cite

@article{arxiv.2604.10820,
  title  = {A Strict Gap Between Relaxed and Partition-Constrained Spectral Compression in a Six-State Lumpable Markov Chain},
  author = {Oleg Kiriukhin},
  journal= {arXiv preprint arXiv:2604.10820},
  year   = {2026}
}