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Cheeger bound : ウィキペディア英語版
Cheeger bound
In mathematics, the Cheeger bound is a bound of the second largest eigenvalue of the transition matrix of a finite-state, discrete-time, reversible stationary Markov chain. It can be seen as a special case of Cheeger inequalities in expander graphs.
Let X be a finite set and let K(x,y) be the transition probability for a reversible Markov chain on X. Assume this chain has stationary distribution \pi.
Define
:Q(x,y) = \pi(x) K(x,y)
and for A,B \subset X define
: Q(A \times B) = \sum_ Q(x,y).
Define the constant \Phi as
: \Phi = \min_} \frac.
The operator K, acting on the space of functions from |X| to |X|, defined by
: (K \phi)(x) = \sum_y K(x,y) \phi(y) \,
has eigenvalues \lambda_1 \geq \lambda_2 \geq \cdots \geq \lambda_n . It is known that \lambda_1 = 1. The Cheeger bound is a bound on the second largest eigenvalue \lambda_2.
Theorem (Cheeger bound):
: 1 - 2 \Phi \leq \lambda_2 \leq 1 - \frac.
== See also ==

* Poincaré bound
* Stochastic matrix
* Cheeger constant

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Cheeger bound」の詳細全文を読む



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