Comparison Theorems for Reversible Markov Chains

Authors
Diaconis, Persi Saloff-Coste, Laurent
Citation
Diaconis, Persi et Saloff-coste, Laurent, Comparison Theorems for Reversible Markov Chains, Annals of applied probability , 3(3), 1993, pp. 696-730
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
3
Issue
3
Year of publication
1993
Pages
696 - 730
Database
ACNP
SICI code
Abstract
We introduce geometric comparison inequalities that give bounds on the eigenvalues of a reversible Markov chain in terms of the eigenvalues of a second chain. The bounds are applied to get sharp results for the exclusion process.