2
votes
0answers
159 views

Invariant Measures of Markov Chains under Perturbations

This is a more specific version of a question I asked before without much luck. I believe this should be standard perturbation theory, but looking at Kato's book has not helped. Any references would ...
14
votes
1answer
592 views

Convexity of spectral radius of Markov operators, Random walks on non-amenable groups

Let $P_1,P_2$ denote stochastic transition matrices on a countable set $I$. Consider $P_1,P_2$ as operators on $\ell^2(I)$ given by multiplication. Question Under which conditions can we show that ...
4
votes
0answers
364 views

The spectrum of a Markov Operator and Invariant Measures

Suppose I have a discrete-time Markov Chain (in an infinite dimensional state space $\Omega$) with Markov operator $P$, a linear operator on the space of bounded measurable functions on $\Omega$. (Or ...