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: Professor Richard Blythe (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 4309, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
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.
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