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- W2008374805 abstract "Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix." @default.
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- W2008374805 date "2008-05-07" @default.
- W2008374805 modified "2023-09-24" @default.
- W2008374805 title "An interlacing theorem for reversible Markov chains" @default.
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- W2008374805 doi "https://doi.org/10.1088/1751-8113/41/21/212002" @default.
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