Robert Grone et al 2008 J. Phys. A: Math. Theor. 41 212002 doi:10.1088/1751-8113/41/21/212002
An interlacing theorem for reversible Markov chains
FREE ARTICLERobert Grone1, Karl Heinz Hoffmann2 and Peter Salamon1
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Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix.
- PACS
- MSC
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92D20 Protein sequences, DNA sequences
- Subjects
- Dates
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Issue 21 (30 May 2008)
Received 12 March 2008, in final form 18 April 2008
Published 7 May 2008
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An interlacing theorem for reversible Markov chains
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