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相关机构:中央民族大学更多>>
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Spectral Gap and Convergence Rate for Discrete-time Markov Chains被引量:4
《Acta Mathematica Sinica,English Series》2013年第10期1949-1962,共14页Yong Hua MAO Yan Hong SONG 
Supported in part by 985 Project,973 Project(Grant No.2011CB808000);National Natural Science Foundation of China(Grant No.11131003);Specialized Research Fund for the Doctoral Program of Higher Education(Grant No.20100003110005);the Fundamental Research Funds for the Central Universities
Abstract Let P be a transition matrix which is symmetric with respect to a measure π. The spectral gap of P in L2(π)-space, denoted by gap(P), is defined as the distance between 1 and the rest of the spectrum of...
关键词:Spectral gap convergence rate geometric ergodicity TRANSIENCE strong ergodicity uni-form decay 
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