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Dirichlet form
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Dirichlet form of a Markov chain
Created
2026-09-24
Updated
2026-10-14
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For
a
reversible transition
matrix
P
with invariant distribution
π
,
E
(
f
,
g
)
=
2
1
∑
x
,
y
π
(
x
)
P
(
x
,
y
)
(
f
(
x
)
−
f
(
y
))
(
g
(
x
)
−
g
(
y
))
.
(1)
This chain
energy
is
a
discrete
example of
a
Dirichlet form
.
Total
articles
:
1
