On the spectral radius of the $(L,\kappa)$-lazy Markov chain

Abstract

We consider an $(L,\kappa)$-lazy operation on an irreducible Markov transition probability $P$ with state space $S$ where $L \subset S$ and $\kappa\in[0,1)$. For each $x \in L$ and $y\in S$, this $(L,\kappa)$-operation replaces $P(x,y)$, the transition probability from $x$ to $y$, by $\kappa 1_{\{x=y\}} + (1-\kappa)P(x,y)$. We are interested in how $L$ and $\kappa$ influence the spectral radius $\rho^L_\kappa$ of this new transition probability. We first show that $\rho^L_\kappa$ is non-decreasing and continuous in $\kappa$. We then show that: (1) If $L$ is nonempty and finite, then $P$ being rho-transient is equivalent to that the growth of $\displaystyle (\rho^L_\kappa)_{\kappa\in[0,1)}$ exhibits a phase transition: There exists a critical value $\kappa_c(L) \in (0,1)$ such that $\kappa \mapsto \rho^L_\kappa$ is a constant on $[0,\kappa_c(L)]$ and increases strictly on $[\kappa_c(L),1)$; (2) For every $\kappa\in(0,1)$, if $S\setminus L$ is nonempty and finite, then $\rho^L_\kappa=\rho^S_\kappa$ if and only if $P$ is not strictly rho-recurrent.