Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks
Probability
2016-04-20 v1
Abstract
Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. Perron-Frobenius theory ensures the existence of a corresponding positive eigenvector . The goal of the paper is to give bounds on the amplitude . Two approaches are proposed: one using a path method and the other one, restricted to the reversible situation, based on spectral estimates. The latter approach is extended to denumerable birth and death processes absorbing at 0 for which infinity is an entrance boundary. The interest of estimating the ratio is the reduction of the quantitative study of convergence to quasi-stationarity to the convergence to equilibrium of related ergodic processes, as seen in [7].
Cite
@article{arxiv.1505.07711,
title = {Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks},
author = {Persi Diaconis and Laurent Miclo},
journal= {arXiv preprint arXiv:1505.07711},
year = {2016}
}