On absorption times and Dirichlet eigenvalues
Laurent Miclo (2010)
ESAIM: Probability and Statistics
Similarity:
This paper gives a stochastic representation in spectral terms for the absorption time of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields quantitative informations on the parameters of a similar representation due to O'Cinneide for general chains admitting real eigenvalues. In the discrete time setting, if the underlying Dirichlet eigenvalues (namely the eigenvalues of the Markov transition operator restricted to the functions vanishing...