The spectral gap and perturbation bounds for reversible continuous-time Markov chains

Alexander Yu. Mitrophanov · Journal of Applied Probability · 2004

We show that, for reversible continuous-time Markov chains, the closeness of the nonzero eigenvalues of the generator to zero provides complete information about the sensitivity of the distribution vector to perturbations of the generator. Our results hold for both the transient and the stationary states.

Read the paper · More papers on PaperTik