Masaq Index
arXiv 2015-05-28 DOI 10.1007/s11425-015-5085-2 0 views

Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks

Diaconis, Persi · Miclo, Laurent

Original · EN

Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. Perron-Frobenius theory ensures the existence of a corresponding positive eigenvector φ. The goal of the paper is to give bounds on the amplitude φ/φ. Two approaches are proposed: one using a path method and the other one, restricted to the reversible situation, based on spectral estimates. The latter approach is extended to denumerable birth and death processes absorbing at 0 for which infinity is an entrance boundary. The interest of estimating the ratio is the reduction of the quantitative study of convergence to quasi-stationarity to the convergence to equilibrium of related ergodic processes, as seen in [7].

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