English

Comparison Theory for Markov Chains on Different State Spaces and Application to Random Walk on Derangements

Probability 2013-02-11 v2

Abstract

Let XtX_{t} and YtY_{t} be two Markov chains, on state spaces ΩΩ^\Omega \subset \hat{\Omega}. In this paper, we discuss how to prove bounds on the spectrum of XtX_{t} based on bounds on the spectrum of YtY_{t}. This generalizes work of Diaconis, Saloff-Coste, Yuen and others on comparison of chains in the case Ω=Ω^\Omega = \hat{\Omega}. The main tool is the extension of functions from the smaller space to the larger, which allows comparison of the entire spectrum of the two chains. The theory is used to give quick analyses of several chains without symmetry. The main application is to a `random transposition' walk on derangements.

Keywords

Cite

@article{arxiv.1301.7357,
  title  = {Comparison Theory for Markov Chains on Different State Spaces and Application to Random Walk on Derangements},
  author = {Aaron Smith},
  journal= {arXiv preprint arXiv:1301.7357},
  year   = {2013}
}

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36 pages