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Comparison Theorems for Reversible Markov Chains
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Comparison Theorems for Reversible Markov Chains
Comparison Theorems for Reversible Markov Chains
Persi Diaconis
Persi Diaconis
LS
Laurent Saloff-Coste
Laurent Saloff-Coste
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1 August 1993
journal article
Published by
Institute of Mathematical Statistics
in
The Annals of Applied Probability
Vol. 3
(3)
,
696-730
https://doi.org/10.1214/aoap/1177005359
Abstract
We introduce geometric comparison inequalities that give bounds on the eigenvalues of a reversible Markov chain in terms of the eigenvalues of a second chain. The bounds are applied to get sharp results for the exclusion process.
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Cited by 202 articles