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On the spectral analysis of second-order Markov chains
second order Markov chains trajectorial reversibility spectrum of non-reversible Markov kernels spectral gap improvement of speed of convergence discrete position-speed Markov chains homogeneous and Abelian second order Markov chains
2015/7/7
Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding t...