Comparison Theorems for Reversible Markov Chains
Diaconis, Persi ; Saloff-Coste, Laurent
Ann. Appl. Probab., Tome 3 (1993) no. 4, p. 696-730 / Harvested from Project Euclid
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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.
Publié le : 1993-08-14
Classification:  Markov chains,  eigenvalues,  exclusion process,  Poincare inequalities,  Bernoulli-Laplace diffusion,  60J10,  60F05 
@article{1177005359,
     author = {Diaconis, Persi and Saloff-Coste, Laurent},
     title = {Comparison Theorems for Reversible Markov Chains},
     journal = {Ann. Appl. Probab.},
     volume = {3},
     number = {4},
     year = {1993},
     pages = { 696-730},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177005359}
}

Diaconis, Persi; Saloff-Coste, Laurent. Comparison Theorems for Reversible Markov Chains. Ann. Appl. Probab., Tome 3 (1993) no. 4, pp.  696-730. http://gdmltest.u-ga.fr/item/1177005359/