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Eigenvalues, Inequalities, and Ergodic Theory
English
125 b
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A problem of broad interest the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) is covered in this book. The area has a wide range of applications, and provides a tool to describe the phase transitions and the effectiveness of random algorithms. In particular, the book studies a subset of the general problem, taking some approaches that have, up till now, only appeared largely in the Chinese literature.§Eigenvalues, Inequalities and Ergodic Theory serves as an introduction to this developing field, and provides an overview of the methods used, in an accessible and concise manner. The author starts with an overview chapter, from which any of the following self-contained chapters can be read. §Each chapter starts with a summary and, in order to appeal to non-specialists, ideas are introduced through simple examples rather than technical proofs. In the latter chapters readers are introduced to problems and application areas, including stochastic models of economy.§Intended for researchers, graduates and postgraduates in probability theory, Markov processes, mathematical physics and spectrum theory, this book will be a welcome introduction to a growing area of research.The first and only book to make this research available in the West §Concise and accessible: proofs and other technical matters are kept to a minimum to help the non-specialist §Each chapter is self-contained to make the book easy-to-use
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