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| Main Author: | |
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| Format: | Preprint |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1809.01903 |
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Table of Contents:
- This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the associated variational representations of the spectral gaps; (ii) a variational representation of the asymptotic variance of an ergodic average; and (iii) the conductance, and the equivalence of a non-zero conductance to a non-zero right spectral gap.