Geometric Bounds for Eigenvalues of Markov Chains

Citation
Diaconis, Persi et Stroock, Daniel, Geometric Bounds for Eigenvalues of Markov Chains, Annals of applied probability , 1(1), 1991, pp. 36-61
ISSN journal
10505164
Volume
1
Issue
1
Year of publication
1991
Pages
36 - 61
Database
ACNP
SICI code
Abstract
We develop bounds for the second largest eigenvalue and spectral gap of a reversible Markov chain. The bounds depend on geometric quantities such as the maximum degree, diameter and covering number of associated graphs. The bounds compare well with exact answers for a variety of simple chains and seem better than bounds derived through Cheeger-like inequalities. They offer improved rates of convergence for the random walk associated to approximate computation of the permanent.