Title :
Spectral gap of Markov chains on a cycle
Author :
Balazs Gerencser;Julien Hendrickx;Paul Van Dooren
Author_Institution :
Inst. of Inf. &
fDate :
7/1/2015 12:00:00 AM
Abstract :
We search for the Markov chain with the optimal mixing rate where transitions are restricted to happen along a cycle of the states. We show that homogeneous, reversible chains are locally optimal for perturbations that make them inhomogeneous and non-reversible. Moreover, we show the optimality holds globally if only a single type of perturbation (either inhomogeneous or non-reversible) is applied. However, we conjecture global optimality holds for mixed perturbations as well, which is backed by simulation results. This paper complements previous results on bounds for mixing times of general Markov chains on the cycle [1].
Keywords :
"Markov processes","Eigenvalues and eigenfunctions","Nonhomogeneous media","Symmetric matrices","Europe","Simulation","Computational modeling"
Conference_Titel :
Control Conference (ECC), 2015 European
DOI :
10.1109/ECC.2015.7330635