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
✦ LIBER ✦
Existence of bounded invariant probability densities for Markov chains
✍ Scribed by Onésimo Hernández-Lerma; Jean B. Lasserre
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 405 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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