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Departamento de Matemática Técnico Técnico

Seminário LisMath  RSS

14/11/2018, 17:00 — 18:00 — Sala P9, Pavilhão de Matemática
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.

Ver também

Seminário LisMath_pedro_cardoso.pdf

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