September 2016 Cheeger inequalities for absorbing Markov chains
Gary Froyland, Robyn M. Stuart
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Adv. in Appl. Probab. 48(3): 631-647 (September 2016).

Abstract

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 quasistationary distribution, extending classical results for stochastic transition matrices.

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Gary Froyland. Robyn M. Stuart. "Cheeger inequalities for absorbing Markov chains." Adv. in Appl. Probab. 48 (3) 631 - 647, September 2016.

Information

Published: September 2016
First available in Project Euclid: 19 September 2016

zbMATH: 1351.60091
MathSciNet: MR3568884

Subjects:
Primary: 60J10

Keywords: Absorbing Markov chain , Cheeger constant , conductance , metastability , quasistationary distribution , substochastic transition matrix , transient Markov chain

Rights: Copyright © 2016 Applied Probability Trust

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Vol.48 • No. 3 • September 2016
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