English

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 φ\varphi. The goal of the paper is to give bounds on the amplitude maxφ/minφ\max \varphi/\min\varphi. 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].

Keywords

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}
}
R2 v1 2026-06-22T09:43:10.499Z