Bounds on the L2 Spectrum for Markov Chains and Markov Processes: a Generalization of Cheeger's Inequality

نویسندگان

  • GREGORY F. LAWLER
  • ALAN D. SOKAL
  • A. D. SOKAL
چکیده

We prove a general version of Cheeger's inequality for discretetime Markov chains and continuous-time Markovian jump processes, both reversible and nonreversible, with general state space. We also prove a version of Cheeger's inequality for Markov chains and processes with killing. As an application, we prove L2 exponential convergence to equilibrium for random walk with inward drift on a class of countable rooted graphs.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ON THE GENERALIZATION OF N-PLE MARKOV PROCESSES

The notion of N-ple Markov process is defined in a quite general framework and it is shown that N-ple Markov processes-arel inear combinationso f some martingales

متن کامل

Stochastic bounds for a single server queue with general retrial times

We propose to use a mathematical method based on stochastic comparisons of Markov chains in order to derive performance indice bounds‎. ‎The main goal of this paper is to investigate various monotonicity properties of a single server retrial queue with first-come-first-served (FCFS) orbit and general retrial times using the stochastic ordering techniques‎.

متن کامل

Measure Concentration of Strongly Mixing Processes with Applications

The concentration of measure phenomenon was first discovered in the 1930’s by Paul Lévy and has been investigated since then, with increasing intensity in recent decades. The probabilitytheoretic results have been gradually percolating throughout the mathematical community, finding applications in Banach space geometry, analysis of algorithms, statistics and machine learning. There are several ...

متن کامل

Empirical Bayes Estimation in Nonstationary Markov chains

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

متن کامل

Extended Geometric Processes: Semiparametric Estimation and Application to ReliabilityImperfect repair, Markov renewal equation, replacement policy

Lam (2007) introduces a generalization of renewal processes named Geometric processes, where inter-arrival times are independent and identically distributed up to a multiplicative scale parameter, in a geometric fashion. We here envision a more general scaling, not necessar- ily geometric. The corresponding counting process is named Extended Geometric Process (EGP). Semiparametric estimates are...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010