Absolute relaxation time
ID: absolute-relaxation-time
For a finite irreducible Markov chain with at least two states that is an aperiodic Markov chain and a reversible Markov chain, put and . This is the reciprocal of the absolute L2 spectral gap of a reversible Markov chain. It agrees with the reciprocal of the ordinary spectral gap for a lazy Markov chain, but need not agree when there are negative eigenvalues.
New to topics? Read the docs here!