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- W4287777666 abstract "This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it relies entirely on functional-analytic non-probabilistic arguments; and (ii) it makes explicit the connection between a Foster-Lyapunov function and Poincar'e inequality. The proof is used to derive an explicit bound for the spectral gap. An extension to the non-reversible case is also presented." @default.
- W4287777666 created "2022-07-26" @default.
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- W4287777666 date "2020-05-16" @default.
- W4287777666 modified "2023-09-24" @default.
- W4287777666 title "On the Lyapunov Foster criterion and Poincar'e inequality for Reversible Markov Chains" @default.
- W4287777666 doi "https://doi.org/10.48550/arxiv.2005.08145" @default.
- W4287777666 hasPublicationYear "2020" @default.
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