Share this page
Share this page E-mail this page Print this page RSS feeds
Home > Publications > Symmetry Analysis of Reversible Markov Chains
Symmetry Analysis of Reversible Markov Chains

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.

symmetry.pdf
PDF file

In: Internet Mathematics

Details

Type: Article
URL: http://stanford.edu/~boyd/papers/symmetry.html
Pages: 31-71
Volume: 2
Number: 1