English

Spectral gap of the KMP and other stochastic exchange models on arbitrary graphs

Probability 2025-05-06 v1 Mathematical Physics Functional Analysis math.MP

Abstract

We present a simple strategy to derive universal bounds on the spectral gap of reversible stochastic exchange models on arbitrary graphs. The Kipnis-Marchioro-Presutti (KMP) model, the harmonic process (HP), and the immediate exchange model (IEM) are all examples that fall into this class. Our upper and lower bounds depend only on two features: worst-case linear statistics and a kinetic factor, which is, in essence, graph-independent. For the three aforementioned examples, these bounds are sharp, and even saturate to an identity for HP and IEM in some log-concave regimes. The proof -- which yields bounds for eigenvalues even in the non-reversible context -- crucially exploits the rigidity of the eigenstructure of these models and quantitative contraction rates of the corresponding hidden parameter models recently introduced in [DMFG24, GRT25].

Keywords

Cite

@article{arxiv.2505.02400,
  title  = {Spectral gap of the KMP and other stochastic exchange models on arbitrary graphs},
  author = {Seonwoo Kim and Matteo Quattropani and Federico Sau},
  journal= {arXiv preprint arXiv:2505.02400},
  year   = {2025}
}

Comments

26 pages