Spectral gap of Markov chains on a cycle


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… (More)
DOI: 10.1109/ECC.2015.7330635


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@article{Gerencsr2015SpectralGO, title={Spectral gap of Markov chains on a cycle}, author={Bal{\'a}zs Gerencs{\'e}r and Julien M. Hendrickx and Paul Van Dooren}, journal={2015 European Control Conference (ECC)}, year={2015}, pages={765-769} }