Boyd, Stephen and Diaconis, Persi and Parrilo, Pablo and Xiao, Lin (2008) Symmetry Analysis of Reversible Markov Chains. Internet Mathematics , 2 (1). pp. 31-71. ISSN 1944-9488 http://resolver.caltech.edu/CaltechAUTHORS:20110602-133842599
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Abstract
We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools involving a group commuting with a self-adjoint operator with criteria for an eigenvector to descend to an orbit graph. As examples, we show that the Metropolis construction can dominate a max-degree construction by an arbitrary amount and that, in turn, the fastest mixing Markov chain can dominate the Metropolis construction by an arbitrary amount.
| Item Type: | Article |
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| Additional Information: | © 2005 A. K. Peters, Ltd. Received December 6, 2003; accepted May 21, 2004. We thank Daniel Bump, Robin Forman, Mark Jerrum, Arun Ram, and Andrez Zuk for incisive contributions to this paper. |
| Record Number: | CaltechAUTHORS:20110602-133842599 |
| Persistent URL: | http://resolver.caltech.edu/CaltechAUTHORS:20110602-133842599 |
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| Official Citation: | Symmetry Analysis of Reversible Markov Chains Internet Mathematics Volume 2, Issue 1, 2008, Pages 31 - 71 Authors: Stephen Boyda; Persi Diaconisb; Pablo Parriloc; Lin Xiaod DOI: 10.1080/15427951.2005.10129100 |
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. |
| ID Code: | 23882 |
| Collection: | CaltechAUTHORS |
| Deposited By: | Ruth Sustaita |
| Deposited On: | 02 Jun 2011 21:13 |
| Last Modified: | 02 Jun 2011 21:13 |
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