$L^{2}$-spectral gaps for time discrete reversible Markov chains
Probability
2009-08-07 v1
Abstract
In this paper we study the spectral properties of Markov-operator on -spaces. Lawler and Sokal (Trans. Amer. Math. Soc., 1988, 309, pp. 557-580) used isoperimetric constants for discrete and continuous time Markov chains to obtain a spectral gap at 1. For time discrete Markov chains this does not exclude periodic behavior. We define a new constant measuring the distance from periodicity and give necessary and sufficient conditions for the existence of a global spectral gap in terms of this constant.
Keywords
Cite
@article{arxiv.0908.0897,
title = {$L^{2}$-spectral gaps for time discrete reversible Markov chains},
author = {Achim Wuebker},
journal= {arXiv preprint arXiv:0908.0897},
year = {2009}
}