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Jessica Zuniga : On the spectral analysis of second-order Markov chains. (Mar 31, 2011 4:10 PM)

In this talk we consider second-order finite Markov chains that are > trajectorially reversible, a property that is a generalization of the > notion of reversibility for usual Markov chains. Specifically, we > study spectral properties of second-order Markov chains that have a > tendency to not return to their previous state. We confirm that > resorting to second-order chains can be an option to improve the speed > of convergence to equilibrium. This is joint work with Persi Diaconis > and Laurent Miclo.

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