相关论文: Approximating the Spectral Gap of the P\'olya-Gamm…

Spectral properties of bounded linear operators play a crucial role in several areas of mathematics and physics. For each self-adjoint, trace-class operator $O$ we define a set $\Lambda_n\subset \mathbb{R}$, and we show that it converges to…

The spectral gap $\gamma$ of an ergodic and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to a fixed…

Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…

We study geometric ergodicity of the Gibbs sampler for linear latent non-Gaussian models (LLnGMs), a class of hierarchical models in which conditional Gaussian structure is preserved through generalized inverse Gaussian (GIG)…

We prove trace identities for commutators of operators, which are used to derive sum rules and sharp universal bounds for the eigenvalues of periodic Schroedinger operators and Schroedinger operators on immersed manifolds. In particular, we…

Let $(X, \cal B, \nu)$ be a probability space and let $\Gamma$ be a countable group of $\nu$-preserving invertible maps of $X$ into itself. To a probability measure $\mu$ on $\Gamma$ corresponds a random walk on $X$ with Markov operator $P$…

Let $(E,\mathcal F,\mu)$ be a probability space, and let $P$ be a Markov operator on $L^2(\mu)$ with $1$ a simple eigenvalue such that $\mu P=\mu$ (i.e. $\mu$ is an invariant probability measure of $P$). Then $\hat P:=\ff 1 2 (P+P^*)$ has a…

The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…

Gibbs samplers are preeminent Markov chain Monte Carlo algorithms used in computational physics and statistical computing. Yet, their most fundamental properties, such as relations between convergence characteristics of their various…

High-dimensional data, where the number of variables exceeds or is comparable to the sample size, is now pervasive in many scientific applications. In recent years, Bayesian shrinkage models have been developed as effective and…

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

We study the spectral gap of the Erd\H{o}s--R\'enyi random graph through the connectivity threshold. In particular, we show that for any fixed $\delta > 0$ if $$p \ge \frac{(1/2 + \delta) \log n}{n},$$ then the normalized graph Laplacian of…

We consider the problem of how to compute eigenvalues of a self-adjoint operator when a direct application of the Galerkin (finite-section) method is unreliable. The last two decades have seen the development of the so-called quadratic…

We prove the uniform lower bound for the difference $\lambda_2 - \lambda_1$ between first two eigenvalues of the fractional Schr\"odinger operator, which is related to the Feynman-Kac semigroup of the symmetric $\alpha$-stable process…

M.Levitin and E.Shargorodsky purposed in a recent article, [math.SP/0212087], the use of the so called ``second order relative spectrum'', to find eigenvalues of self-adjoint operators in gaps of the essential spectrum. Let $M$ be a…

The existence of a strong spectral gap for quotients $\Gamma\bs G$ of noncompact connected semisimple Lie groups is crucial in many applications. For congruence lattices there are uniform and very good bounds for the spectral gap coming…

Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonical non-commuting random variables of positions and momenta…

This paper surveys the main results obtained during the period 1992-1999 on three aspects mentioned at the title. The first result is a new and general variational formula for the lower bound of spectral gap (i.e., the first non-trivial…

The paper studies the spectral properties of the Schr\"odinger operator $A_{gV} = A_0 + gV$ on a homogeneous rooted metric tree, with a decaying real-valued potential $V$ and a coupling constant $g\ge 0$. The spectrum of the free Laplacian…

Let $X$ be a closed, connected, oriented surface of genus $g$, with a hyperbolic metric chosen at random according to the Weil--Petersson measure on the moduli space of Riemannian metrics. Let $\lambda_1=\lambda_1(X)$ bethe first non-zero…