We construct upper and lower bounds for Cheeger-type constants for transient Markov chains. We first treat the situation where there is a detailed balance condition and obtain bounds that rely exclusively on the first and second eigenvalues of the substochastic transition matrix. Secondly, we consider general substochastic transition matrices and develop bounds in this broader setting. The effi...

Some special subsets of the set of uniformly tapered doubly stochastic matrices are considered. It is proved that each such subset is a convex polytope and its extreme points are determined. A minimality result for the whole set of uniformly tapered doubly stochastic matrices is also given. It is well known that if x and y are nonnegative vectors of R and x is weakly majorized by y, there exist...

We construct Cheeger-type bounds for the second eigenvalue of a substochastic transition probability matrix in terms of the Markov chain’s conductance and metastability (and vice-versa) with respect to its quasi-stationary distribution, extending classical results for stochastic transition matrices.

Heyman gives an interesting factorization of I ? P , where P is the transition probability matrix for an ergodic Markov Chain. We show that this factoriza-tion is valid if and only if the Markov chain is recurrent. Moreover, we provide a decomposition result which includes all ergodic, null recurrent as well as the transient Markov chains as special cases. Such a decomposition has been shown to...

Three decompositions of a substochastic transition function are shown to yield substochastic parts. These are the Lebesgue decomposition with respect to a finite measure, the decomposition into completely atomic and continuous parts, and on Rn, a decomposition giving a part with continuous distribution function and a part with discontinuous distribution function. Introduction. The present paper...

The solvability and the properties of solutions of nonhomogeneous and homogeneous vector integral equation f x g x ∫∞ 0 k x − t f t dt ∫0 −∞ T x − t f t dt, where K, T are n × n matrix valued functions, n ≥ 1, with nonnegative integrable elements, are considered in one semiconservative singular case, where the matrix A ∫∞ −∞ K x dx is stochastic one and the matrix B ∫∞ −∞ T x dx is substochasti...

To describe the dynamics of stage-structured populations with m stages living in n patches, we consider matrix models of the form SD, where S is a block diagonal matrix with n× n column substochastic matrices S1, . . . , Sm along the diagonal and D is a block matrix whose blocks aren× n nonnegative diagonal matrices. The matrix S describes movement between patches and the matrix D describes gro...

The Brudnyi-Krugljak theorem on the if-divisibility of Gagliardo couples is derived by elementary means from earlier results of LorentzShimogaki on equimeasurable rearrangements of measurable functions. A slightly stronger form of Calderón's theorem describing the Hardy-LittlewoodPólya relation in terms of substochastic operators (which itself generalizes the classical Hardy-Littlewood-Pólya re...