# Tagged Questions

**1**

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**0**answers

141 views

### Norm bound of the entrywise logarithm of a stochastic matrix stationary matrix

Hello,
Denote $\log_\star$ as the entrywise logarithm operation, and let $A$ be some row-stochastic matrix such that $\lim_{p\rightarrow\infty}A^p$ exists and all its entries are non-zero.
As a part ...

**3**

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147 views

### stochastic control / geometric mean

Consider the following problem:
Given $\Omega$ and $U$ two symmetric definite positive matrices, choose a matrix $K$ to minimize the expectation $x' \Omega x + x'K'UKx$ when $x$ follows the invariant ...

**2**

votes

**2**answers

447 views

### Spectral gap of a product of Markov processes

For $m \in [N] \equiv \{1,\dots, N\}$, let $Q^{(m)}$ be the generator of a (well-behaved) continuous-time Markov process on a finite state space $[n_m]$. Write $J \equiv (j_1,\dots,j_N) \in \prod_m ...

**2**

votes

**0**answers

333 views

### How to bound the second largest eigenvalue of a transition matrix of a non-irreducible Markov chain?

I have found several bounds (e.g., Cheeger, Poincare) for the case that the Markov chain is irreducible and reversible, however my Markov chain has one absorbing state. Any bound would be helpful, but ...