About this document
Spectral Gap in Reversible Markov Chains by rimfo is a document available to read on EtoBox.
The document discusses reversible Markov chains with nonnegative spectra. It provides examples of lazy random walks and covers topics like hitting times, concentration of measure, and large deviations. The key points are: - Reversible Markov chains with nonnegative spectra have important applications. The spectral gap determines how fast the chain converges. - Extremal chains, which maximize transition probabilities, provide upper bounds for quantities like hitting times. - Hitting times for any set un
- Author
- rimfo
- Language
- EN