Spectral kernel expansion of a reversible chain

ID: spectral-kernel-expansion-of-a-reversible-chain

For a finite irreducible Markov chain satisfying detailed balance with , its transition matrix is a self-adjoint operator for . For a real orthonormal eigenbasis with eigenvalues ,
Indeed, apply the spectral decomposition of to the function , whose coefficient against is . For , every eigenvalue multiplier is interpreted as one.

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