• DocumentCode
    3693175
  • Title

    Spectral gap of Markov chains on a cycle

  • Author

    Balazs Gerencser;Julien Hendrickx;Paul Van Dooren

  • Author_Institution
    Inst. of Inf. &
  • fYear
    2015
  • fDate
    7/1/2015 12:00:00 AM
  • Firstpage
    765
  • Lastpage
    769
  • 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"
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2015 European
  • Type

    conf

  • DOI
    10.1109/ECC.2015.7330635
  • Filename
    7330635