Spectral analysis of random-to-random Markov chains
A. B. Dieker, Franco Saliola · arXiv (Cornell University) · 2015
We compute the eigenvalues and eigenspaces of random-to-random Markov chains. We use a family of maps which reveal a remarkable recursive structure of the eigenspaces, yielding an explicit and effective construction of all eigenbases starting from bases of the kernels.