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Cheeger inequalities for absorbing Markov chains
- Source :
- Adv. in Appl. Probab. 48, no. 3 (2016), 631-647
- Publication Year :
- 2016
- Publisher :
- Cambridge University Press (CUP), 2016.
-
Abstract
- We construct Cheeger-type bounds for the second eigenvalue of a substochastic transition probability matrix in terms of the Markov chain's conductance and metastability (and vice versa) with respect to its quasistationary distribution, extending classical results for stochastic transition matrices.
- Subjects :
- Statistics and Probability
Absorbing Markov chain
Markov kernel
Discrete phase-type distribution
01 natural sciences
metastability
010104 statistics & probability
Statistical physics
0101 mathematics
Mathematics
Markov chain mixing time
Markov chain
Applied Mathematics
010102 general mathematics
Mathematical analysis
Stochastic matrix
Cheeger constant
Mathematics::Spectral Theory
transient Markov chain
quasistationary distribution
60J10
Markov property
Examples of Markov chains
substochastic transition matrix
conductance
Subjects
Details
- ISSN :
- 14756064 and 00018678
- Volume :
- 48
- Database :
- OpenAIRE
- Journal :
- Advances in Applied Probability
- Accession number :
- edsair.doi.dedup.....b6510fa99e33bc6bb4ed7f69c594cd94
- Full Text :
- https://doi.org/10.1017/apr.2016.20