Characterizations of embeddable stochastic matrices with a negative eigenvalue.
Coefficients of ergodicity generated by non-symmetrical vector norms
Comparability and conditional maximality of measures supported by finite sets of real numbers
Comparison of Metric Spectral Gaps
Let A = (aij) ∊ Mn(ℝ) be an n by n symmetric stochastic matrix. For p ∊ [1, ∞) and a metric space (X, dX), let γ(A, dpx) be the infimum over those γ ∊ (0,∞] for which every x1, . . . , xn ∊ X satisfy [...] Thus γ (A, dpx) measures the magnitude of the nonlinear spectral gap of the matrix A with respect to the kernel dpX : X × X →[0,∞). We study pairs of metric spaces (X, dX) and (Y, dY ) for which there exists Ψ: (0,∞)→(0,∞) such that γ (A, dpX) ≤Ψ (A, dpY ) for every symmetric stochastic A ∊ Mn(ℝ)...
Conditioning properties of the stationary distribution for a Markov chain.
Constructions of trace zero symmetric stochastic matrices for the inverse eigenvalue problem.