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arXiv · 1509.08580

Spectral analysis of random-to-random Markov chains

A. B. Dieker·Franco Saliola
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Abstract

We compute the eigenvalues and eigenspaces of random-to-random Markov chains. We use a family of maps which reveal a remarkable recursive structure of the eigenspaces, yielding an explicit and effective construction of all eigenbases starting from bases of the kernels.

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A. B. Dieker, Franco Saliola. 2017-10-01. Spectral analysis of random-to-random Markov chains. https://arxiv.org/abs/1509.08580

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