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arXiv · 1505.07711

Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks

Persi Diaconis·Laurent Miclo
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Abstract

Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. Perron-Frobenius theory ensures the existence of a corresponding positive eigenvector $φ$. The goal of the paper is to give bounds on the amplitude $\max φ/\minφ$. Two approaches are proposed: one using a path method and the other one, restricted to the reversible situation, based on spectral estimates. The latter approach is extended to denumerable birth and death processes absorbing at 0 for which infinity is an entrance boundary. The interest of estimating the ratio is the reduction of the quantitative study of convergence to quasi-stationarity to the convergence to equilibrium of related ergodic processes, as seen in [7].

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Persi Diaconis, Laurent Miclo. 2015-05-28. Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks. https://doi.org/10.1007/s11425-015-5085-2

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