Spectral gap for jump processes by decomposition method

Yonghua Mao, Lianghui Xia

Front. Math. China ›› 2009, Vol. 4 ›› Issue (2) : 335-347.

PDF(161 KB)
PDF(161 KB)
Front. Math. China ›› 2009, Vol. 4 ›› Issue (2) : 335-347. DOI: 10.1007/s11464-009-0015-7
Research Article
RESEARCH ARTICLE

Spectral gap for jump processes by decomposition method

Author information +
History +

Abstract

By using a decomposition method, we give a criterion for the spectral gap of the reversible general jump process. This criterion enables us to obtain the lower bound for the spectral gap via Lyapunov drift condition. Some examples are presented to illustrate the results.

Keywords

Jump process / Dirichlet form / decomposition method / spectral gap / Lyapunov condition

Cite this article

Download citation ▾
Yonghua Mao, Lianghui Xia. Spectral gap for jump processes by decomposition method. Front. Math. China, 2009, 4(2): 335‒347 https://doi.org/10.1007/s11464-009-0015-7

References

[1.]
Anderson W. Continuous-time Markov Chains, 1991, New York: Springer-Verlag.
[2.]
Cattlaux P, Guillin A, Wang F Y, Wu L. Lyapunov conditions for logarithmic Sobolev and super Poincar’e inequality. arXiv: 0712.0235v1 [math.PR], 3 Dec, 2007
[3.]
Chen M. F. Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains. Stoch Proc Appl, 2000, 87: 281-297.
CrossRef Google scholar
[4.]
Chen M. F. From Markov Chains to Non-Equilibrium Particle Systems, 2004 2nd ed. Singapore: World Scientific.
[5.]
Chen M. F. Eigenvalues, Inequalities, and Ergodic Theory, 2005, New York: Springer.
[6.]
Chen M. F., Wang F. Y. Cheeger’s inequalities for general symmetric forms and existence criteria for spectral gap. Ann Probab, 2000, 28: 235-257.
CrossRef Google scholar
[7.]
Down D., Meyn S. P., Tweedie R. L. Exponential and Uniform Ergodicity of Markov Processes. Ann Probab, 1995, 23: 1671-1691.
CrossRef Google scholar
[8.]
Jerrum M., Son J. B., Tetall P., Vigoda E. Elementary bounds on Poincar’e and Log-Sobolev constants for decomposable Markov chains. Ann Appl Probab, 2004, 14: 1741-1765.
CrossRef Google scholar
[9.]
Martin R. A., Randall D. Sampling adsorbing staircase walks using a new Markov chain decomposition method. Proceedings of the 41st IEEE Annual Symposium on Foundations of Computer Science, 2000, New York: Computer Society Press, 492-502.
[10.]
Meyn S., Tweedie R. L. Markov Chains and Stochastic Stability, 1993, London: Springer-Verlag.
[11.]
Roberts G. O., Tweedie R. L. Geometric L2 and L1 convergence are equivalent for reversible Markov chains. J Appl Probab, 2001, 38A: 37-41.
CrossRef Google scholar
[12.]
Wang F. Y. Existence of the spectral gap for elliptic operators. Ark Math, 1999, 37: 395-407.
CrossRef Google scholar
[13.]
Wang F. Y. Functional Inequalities, Markov Processes, and Spectral Theory, 2004, Beijing: Scientific Press.
AI Summary AI Mindmap
PDF(161 KB)

Accesses

Citations

Detail

Sections
Recommended

/