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3 votes
1 answer
498 views

Spectral Radius and Spectral Norm for Markov Operators

My question concerns differences between the spectral radius $\rho$ and norm $\| \cdot \|$ of Markov operators in infinite-dimensional Banach spaces. This is far from my area of expertise, that is ...
Sam OT's user avatar
  • 560
2 votes
0 answers
57 views

Right spectral gap of vector of two independent Markov chains

Let $(X_i)$ be a stationary Markov chain on $S$ (a potentially uncountable space with a Borel sigma algebra) with stationary distribution $\pi$ and transition kernel $P$. Let $(Y_i)$ be a stationary ...
Dasherman's user avatar
  • 203
6 votes
1 answer
256 views

Perron-Frobenius and Markov chains on countable state space

The following question naturally arises in the theory of Markov chains with countable state space to which I would be curious to know the answer: Let $A:\ell^1 \rightarrow \ell^1$ be a contraction, i....
Landauer's user avatar
  • 173
1 vote
1 answer
173 views

Spectral gap of a Markov chain on the nonnegative integers

Let $\lambda_k,\mu_k\in\mathbb R_{\ge0}$ $(k\ge1)$ be nonnegative real numbers such that $\sum_{k=1}^\infty k\lambda_k<\infty,$ let $S=\mathbb Z_{\ge0}$ be the nonnegative integers, let $T=\mathbb ...
xFioraMstr18's user avatar
0 votes
2 answers
244 views

Spectrum of a Markov kernel acting on $L^2$

Let $P$ be a Markov kernel on a measurable space $(E,\mathcal E)$ admitting an invariant probability measure $\pi$. $P$ acts on $L^2(\pi)$ via $$Pf:=\int\kappa(\;\cdot\;{\rm d}y)f(y).$$ The invariance ...
0xbadf00d's user avatar
  • 167
0 votes
0 answers
224 views

Show convergence of a sequence of resolvent operators

Let $E$ be a locally compact separable metric space $(\mathcal D(A),A)$ be the generator of a strongly continuous contraction semigroup on $C_0(E)$ $E_n$ be a metric space for $n\in\mathbb N$ $(\...
0xbadf00d's user avatar
  • 167