14/11/2018, 17:00 — 18:00 — Room P9, Mathematics Building
Pedro Cardoso, LisMath, Instituto Superior Técnico
Spectral Gap of Markov Chains
The aim of this talk is to present the spectral gap of reversible Markov chains and to study some techniques that give bounds on the eigenvalues in order to estimate the spectral gap.
Bibliography:
[1] Persi Diaconis and Laurent Saloff-Coste. Comparison theorems for reversible Markov chains. Ann. Appl. Probab., 3(3):696-730, 1993.
[2] David A. Levin, Yuval Peres, and Elizabeth L. Wilmer. Markov chains and mixing times. American Mathematical Society, Providence, RI, 2009.
[3] Roger A. Horn and Charles R. Johnson. Matrix analysis. Cambridge University Press, Cambridge, second edition, 2013.
See also
Seminário LisMath_pedro_cardoso.pdf
