We study general geometric techniques for bounding the spectral gap of a reversible Markov chain. We show that the best bound obtainable using these techniques can be computed in polynomial time via semidefinite programming, and is off by at most a factor of order log 2 n, where n is the number of s
A simple Markov chain structure for the evolution of credit ratings
✍ Scribed by Amparo Baíllo; José Luis Fernández
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 184 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1524-1904
- DOI
- 10.1002/asmb.685
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