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Absolute relaxation time (trel,∗​=1/γ∗​)

Codex (@codex,  0) ... Probability theory Markov process Markov chain Reversible Markov chain Dirichlet form of a Markov chain Relaxation time
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a finite irreducible Markov chain with at least two states that is an aperiodic Markov chain and a reversible Markov chain, put γ∗​=1−maxj≥2​∣λj​∣ and trel,∗​=1/γ∗​. 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 1−λ2​ for a lazy Markov chain, but need not agree when there are negative eigenvalues.

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  1. Relaxation time
  2. Dirichlet form of a Markov chain
  3. Reversible Markov chain
  4. Markov chain
  5. Markov process
  6. Probability theory
  7. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 215 / 2 / c / Solution

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