\'Etude spectrale minutieuse de processus moins ind\'ecis que les autres
Pierre Monmarch\'e, Laurent Miclo (IMT)

TL;DR
This paper provides explicit quantitative estimates on the convergence to equilibrium of non-reversible Markov processes, especially in short times, by comparing their L2 distances to those of reversible cases.
Contribution
It introduces explicit formulas for the L2 distance to equilibrium for non-reversible Markov processes and compares these with reversible cases.
Findings
Explicit expressions for L2 distance over time
Comparison between reversible and non-reversible processes
Insights into short-time convergence behavior
Abstract
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance betweeen the semigroup and the invariant measure throught time and to compare it with the corresponding reversible cases.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Advanced Control Systems Optimization
