Comparison Theory for Markov Chains on Different State Spaces and Application to Random Walk on Derangements

被引:4
作者
Smith, Aaron [1 ]
机构
[1] Univ Ottawa, Dept Math & Stat, Ottawa, ON K1N 7N5, Canada
关键词
Markov chain; Mixing time; Comparison; LOGARITHMIC SOBOLEV INEQUALITIES; FINITE; BOUNDS;
D O I
10.1007/s10959-014-0559-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider two Markov chains on state spaces . In this paper, we prove bounds on the eigenvalues of the chain on the smaller state space based on the eigenvalues of the chain on the larger state space. This generalizes work of Diaconis, Saloff-Coste, and others on comparison of chains in the case . The main tool is the extension of functions from the smaller space to the larger, which allows comparison of the entire spectrum of the two chains. The theory is used to give quick analyses of several chains without symmetry. We apply this theory to analyze the mixing properties of a 'random transposition' walk on derangements.
引用
收藏
页码:1406 / 1430
页数:25
相关论文
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