Related papers: $L^{2}$-spectral gaps for time discrete reversible…

This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…

We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…

The behaviour of the lengths of spectral gaps $\{\gamma_{n}(q)\}_{n=1}^{\infty}$ of the Hill-Schr\"odinger operators S(q)u=-u''+q(x)u,\quad u\in \mathrm{Dom}(S(q)) with real-valued 1-periodic distributional potentials $q(x)\in…

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general…

In this paper, we study one of the fundamental notions in dynamical systems, the shadowing of invertible (bounded and linear) operators on a Hilbert space. Although the problem of finding a spectral characterization for shadowing has been…

The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi[PS2015] and Oliveira[Oli2012], the authors show that the mixing times and "worst-case" hitting times of reversible Markov chains…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…

We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

A short introduction to the use of the spectral theorem for self-adjoint operators in the theory of special functions is given. As the first example, the spectral theorem is applied to Jacobi operators, i.e. tridiagonal operators, on…

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

We investigate the mixing properties of primitive Markovian Lindblad dynamics (i.e., quantum Markov semigroups), where the detailed balance is disrupted by a coherent drift term. It is known that the sharp $L^2$-exponential convergence rate…

In this second part of the paper, we define spectral spacetimes, a noncommutative generalization of Lorentzian orientable spacetimes of even dimension with a spin structure. There are two main differences with spectral triples: the…

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

Spectral methods have proven to be a highly effective tool in understanding the intrinsic geometry of a high-dimensional data set $\left\{x_i \right\}_{i=1}^{n} \subset \mathbb{R}^d$. The key ingredient is the construction of a Markov chain…

A spectral method for identifying lumping in large Markov chains is presented. Identification of meta stable states is treated as a special case. The method is based on spectral analysis of a self-adjoint matrix that is a function of the…

We propose a new approach to the spectral theory of perturbed linear operators , in the case of a simple isolated eigenvalue. We obtain two kind of results: ''radius bounds'' which ensure perturbation theory applies for perturbations up to…

The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…

We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…