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Comparison Theorems for Reversible Markov Chains

Persi Diaconis and Laurent Saloff-Coste
The Annals of Applied Probability
Vol. 3, No. 3 (Aug., 1993), pp. 696-730
Stable URL: http://www.jstor.org/stable/2959685
Page Count: 35
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Comparison Theorems for Reversible Markov Chains
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Abstract

We introduce geometric comparison inequalities that give bounds on the eigenvalues of a reversible Markov chain in terms of the eigenvalues of a second chain. The bounds are applied to get sharp results for the exclusion process.

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