Markov Musings 5: Poincaré Inequalities

In the previous posts, we ve been using eigenvalues to understand the mixing of reversible Markov chains. Our main convergence result was as follows: Here, denotes the distribution of the chain at time , denotes the stationary distribution, denotes the divergence, and denote the decreasingly ordered eigenvalues of the Markov transition matrix . Bounding Read more