TY - JOUR
T1 - Symmetry analysis of reversible markov chains
AU - Boyd, Stephen
AU - Diaconis, Persi
AU - Parrilo, Pablo
AU - Xiao, Lin
N1 - Publisher Copyright:
© A K Peters, Ltd.
PY - 2005/1/1
Y1 - 2005/1/1
N2 - We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools involving a group commuting with a self-adjoint operator with criteria for an eigenvector to descend to an orbit graph. As examples, we show that the Metropolis construction can dominate a max-degree construction by an arbitrary amount and that, in turn, the fastest mixing Markov chain can dominate the Metropolis construction by an arbitrary amount.
AB - We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools involving a group commuting with a self-adjoint operator with criteria for an eigenvector to descend to an orbit graph. As examples, we show that the Metropolis construction can dominate a max-degree construction by an arbitrary amount and that, in turn, the fastest mixing Markov chain can dominate the Metropolis construction by an arbitrary amount.
UR - http://www.scopus.com/inward/record.url?scp=29844451677&partnerID=8YFLogxK
U2 - 10.1080/15427951.2005.10129100
DO - 10.1080/15427951.2005.10129100
M3 - Article
AN - SCOPUS:29844451677
SN - 1542-7951
VL - 2
SP - 31
EP - 71
JO - Internet Mathematics
JF - Internet Mathematics
IS - 1
ER -