The L
2spectral gap of certain positive recurrent Markov chains and jump processes |
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Authors: | Wayne G Sullivan |
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Institution: | (1) Mathematics Department, University College, Dublin 4, Ireland;(2) School of Theoretical Physics, Dublin Institute for Advanced Studies, Dublin 4, Ireland |
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Abstract: | Summary Let D denote the generator of a continuous time positive recurrent Markov process with state space N (or R
+). Sufficient conditions are given to imply the existence of >0 such that if 0 is a point of the spectrum of D considered as an operator on the L
2 space of the equilibrium distribution, then Re()–. A related result is given for discrete time Markov chains. |
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Keywords: | |
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