Absolute L2 spectral gap of a reversible Markov chain
ID: absolute-l2-spectral-gap-of-a-reversible-markov-chain
For a reversible Markov chain with invariant law , its Markov kernel acts as a self-adjoint operator on . An absolute spectral gap means that on the mean-zero functions is at most . Geometric ergodicity implies this gap for a reversible chain. Indeed, for bounded mean-zero supported where the geometric prefactor is bounded, the total-variation estimate gives . The spectral theorem for normal operators puts its spectral measure in . Such test functions are dense in the mean-zero subspace.
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