On the lower bound of the spectrum of some mean-field models
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 1, pp. 164-171 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

We find the lower bound of the spectrum of the $q$-matrix for a variety of mean-field models, as the number of interacting sites goes to infinity. We also make a comparative study of the asymptotic behavior of the lower bound and the spectral gap and establish a characterization of a class of mean-field models for which both bounds of the spectrum attain their extremal values. The results are obtained with the help of the method suggested by the second author in the late 1980s.
Keywords: mean-field models, birth-death processes, random walks on graphs, spectrum of the generator, maximal and minimal rates of exponential convergence, spectral gap.
@article{TVP_2004_49_1_a9,
     author = {B. L. Granovskii and A. I. Zeifman},
     title = {On the lower bound of the spectrum of some mean-field models},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {164--171},
     year = {2004},
     volume = {49},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2004_49_1_a9/}
}
TY  - JOUR
AU  - B. L. Granovskii
AU  - A. I. Zeifman
TI  - On the lower bound of the spectrum of some mean-field models
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2004
SP  - 164
EP  - 171
VL  - 49
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_2004_49_1_a9/
LA  - ru
ID  - TVP_2004_49_1_a9
ER  - 
%0 Journal Article
%A B. L. Granovskii
%A A. I. Zeifman
%T On the lower bound of the spectrum of some mean-field models
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2004
%P 164-171
%V 49
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_2004_49_1_a9/
%G ru
%F TVP_2004_49_1_a9
B. L. Granovskii; A. I. Zeifman. On the lower bound of the spectrum of some mean-field models. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 1, pp. 164-171. http://geodesic.mathdoc.fr/item/TVP_2004_49_1_a9/

[1] Chen M. F., From Markov Chains to Non-Equilibrium Particle Systems, World Scientific, River Edge, 1992, 550 pp. | MR

[2] Chen M. F., “Estimation of spectral gap for Markov chains”, Acta Math. Sinica, 12:4 (1996), 337–360 | MR | Zbl

[3] Chen M. F., “Explicit bounds of the first eigenvalue”, Sci. China Ser. A, 43:10 (2000), 1051–1059 | DOI | MR | Zbl

[4] Coolen-Schrijner P., Van Doorn E. A., “On the convergence to stationarity of birth-death processes”, J. Appl. Probab., 38:3 (2001), 696–706 | DOI | MR | Zbl

[5] Diaconis P., Salloff-Coste L., “Walks on generating sets of Abelian groups”, Probab. Theory Related Fields, 105:3 (1996), 393–421 | DOI | MR | Zbl

[6] Van Doorn E. A., “Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process”, Adv. Appl. Probab., 17:3 (1985), 514–530 | DOI | MR | Zbl

[7] Fernández R., Frőhlich J., Sokal A. D., Random Walks, Critical Phenomena and Triviality in Quantum Field Theory, Springer-Verlag, Berlin, 1992, 444 pp. | MR

[8] Granovsky B., Zeifman A., “The decay function of nonhomogeneous birth-death processes, with application to mean-field models”, Stochastic Process. Appl., 72:1 (1997), 105–120 | DOI | MR | Zbl

[9] Granovsky B., Zeifman A., “The $N$-limit of spectral gap of a class of birth-death Markov chains”, Appl. Stochastic Models Bus. Ind., 16:4 (2000), 235–248 | 3.0.CO;2-S class='badge bg-secondary rounded-pill ref-badge extid-badge'>DOI | MR | Zbl

[10] Granovsky B. L., Zeifman A. I., “Nonstationary Markovian queues”, J. Math. Sci. (New York), 99:4 (2000), 1415–1438 | DOI | MR | Zbl

[11] Karlin S., “Total positivity, absorption probabilities and applications”, Trans. Amer. Math. Soc., 111 (1964), 33–107 | DOI | MR | Zbl

[12] Liggett T., Markovskie protsessy s lokalnym vzaimodeistviem, Nauka, M., 1989, 550 pp. | MR

[13] Ycart B., “The philosophers' process: an ergodic reversible nearest particle system”, Ann. Appl. Probab., 3:2 (1993), 356–363 | DOI | MR | Zbl

[14] Zeifman A. I., “Kachestvennye svoistva neodnorodnykh protsessov rozhdeniya i gibeli”, Problemy ustoichivosti stokhasticheskikh modelei, VNIISI, M., 1988, 32–40 | MR

[15] Zeifman A., “Some estimates of the rate of convergence for birth and death processes”, J. Appl. Probab., 28:2 (1991), 268–277 | DOI | MR | Zbl

[16] Zeifman A., “Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes”, Stochastic Process. Appl., 59:1 (1995), 157–173 | DOI | MR | Zbl