Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique

Published 19 March 2003 Published under licence by IOP Publishing Ltd
, , Citation N Destainville 2003 J. Phys. A: Math. Gen. 36 3647 DOI 10.1088/0305-4470/36/13/301

0305-4470/36/13/3647

Abstract

We propose an exact technique to calculate lower bounds of spectral gaps of discrete time reversible Markov chains on finite state sets. Spectral gaps are a common tool for evaluating convergence rates of Markov chains. As an illustration, we successfully use this technique to evaluate the 'absorption time' of the 'Backgammon model', a paradigmatic model for glassy dynamics. We also discuss the application of this technique to the 'contingency table problem', a notoriously difficult problem from probability theory. The interest of this technique is that it connects spectral gaps, which are quantities related to dynamics, with static quantities, calculated at equilibrium.

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10.1088/0305-4470/36/13/301