Applied Probability Trust (20 October 2015) CHEEGER INEQUALITIES FOR ABSORBING MARKOV CHAINS
نویسندگان
چکیده
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 quasi-stationary distribution, extending classical results for stochastic transition matrices.
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