Geometric bounds for eigenvalues of reversible Markov chains

Statistical Physics and Complexity Group meeting

Geometric bounds for eigenvalues of reversible Markov chains

  • Event time: 10:15am
  • Event date: 12th February 2009
  • Speaker: (School of Physics & Astronomy, University of Edinburgh)
  • Location: Room 4309,

Event details

I will talk about how quickly does a system relax to thermal equibrium, based on a a paper by P Diaconis and D Stroock, Ann. Appl. Probab. 1 36-61. The central result involves a characterisation of bottlenecks in the graph of transition rates that defines the stochastic process. I will try to explain the result in elementary terms, show a couple of simple examples, and, if time permits (which it probably won't) sketch the proof.