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3 questions
6
votes
1
answer
256
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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....
- 173
5
votes
1
answer
1k
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Eigenvalue and eigenvector of ergodic Markov operator for continuous space Markov chain
As we know that the transition matrix $P$ of a Markov chain with finite space is a stochastic matrix, and from Perron-Frobenius Theorem, we know that the spectral radius of the matrix $P$ is $1$, and ...
- 53
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 ...
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