369 lines
4.4 KiB
Markdown
369 lines
4.4 KiB
Markdown
---
|
||
title: "Cheeger bound"
|
||
chunk: 1/1
|
||
source: "https://en.wikipedia.org/wiki/Cheeger_bound"
|
||
category: "reference"
|
||
tags: "science, encyclopedia"
|
||
date_saved: "2026-05-05T12:21:47.049744+00:00"
|
||
instance: "kb-cron"
|
||
---
|
||
|
||
In mathematics, the Cheeger bound is a bound of the second largest eigenvalue of the transition matrix of a finite-state, discrete-time, reversible stationary Markov chain. It can be seen as a special case of Cheeger inequalities in expander graphs.
|
||
Let
|
||
|
||
|
||
|
||
X
|
||
|
||
|
||
{\displaystyle X}
|
||
|
||
be a finite set and let
|
||
|
||
|
||
|
||
K
|
||
(
|
||
x
|
||
,
|
||
y
|
||
)
|
||
|
||
|
||
{\displaystyle K(x,y)}
|
||
|
||
be the transition probability for a reversible Markov chain on
|
||
|
||
|
||
|
||
X
|
||
|
||
|
||
{\displaystyle X}
|
||
|
||
. Assume this chain has stationary distribution
|
||
|
||
|
||
|
||
π
|
||
|
||
|
||
{\displaystyle \pi }
|
||
|
||
.
|
||
Define
|
||
|
||
|
||
|
||
|
||
Q
|
||
(
|
||
x
|
||
,
|
||
y
|
||
)
|
||
=
|
||
π
|
||
(
|
||
x
|
||
)
|
||
K
|
||
(
|
||
x
|
||
,
|
||
y
|
||
)
|
||
|
||
|
||
{\displaystyle Q(x,y)=\pi (x)K(x,y)}
|
||
|
||
|
||
and for
|
||
|
||
|
||
|
||
A
|
||
,
|
||
B
|
||
⊂
|
||
X
|
||
|
||
|
||
{\displaystyle A,B\subset X}
|
||
|
||
define
|
||
|
||
|
||
|
||
|
||
Q
|
||
(
|
||
A
|
||
×
|
||
B
|
||
)
|
||
=
|
||
|
||
∑
|
||
|
||
x
|
||
∈
|
||
A
|
||
,
|
||
y
|
||
∈
|
||
B
|
||
|
||
|
||
Q
|
||
(
|
||
x
|
||
,
|
||
y
|
||
)
|
||
.
|
||
|
||
|
||
{\displaystyle Q(A\times B)=\sum _{x\in A,y\in B}Q(x,y).}
|
||
|
||
|
||
Define the constant
|
||
|
||
|
||
|
||
Φ
|
||
|
||
|
||
{\displaystyle \Phi }
|
||
|
||
as
|
||
|
||
|
||
|
||
|
||
Φ
|
||
=
|
||
|
||
min
|
||
|
||
S
|
||
⊂
|
||
X
|
||
,
|
||
π
|
||
(
|
||
S
|
||
)
|
||
≤
|
||
|
||
|
||
1
|
||
2
|
||
|
||
|
||
|
||
|
||
|
||
|
||
|
||
Q
|
||
(
|
||
S
|
||
×
|
||
|
||
S
|
||
|
||
c
|
||
|
||
|
||
)
|
||
|
||
|
||
π
|
||
(
|
||
S
|
||
)
|
||
|
||
|
||
|
||
.
|
||
|
||
|
||
{\displaystyle \Phi =\min _{S\subset X,\pi (S)\leq {\frac {1}{2}}}{\frac {Q(S\times S^{c})}{\pi (S)}}.}
|
||
|
||
|
||
The operator
|
||
|
||
|
||
|
||
K
|
||
,
|
||
|
||
|
||
{\displaystyle K,}
|
||
|
||
acting on the space of functions from
|
||
|
||
|
||
|
||
|
||
|
|
||
|
||
X
|
||
|
||
|
|
||
|
||
|
||
|
||
{\displaystyle |X|}
|
||
|
||
to
|
||
|
||
|
||
|
||
|
||
R
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {R} }
|
||
|
||
, defined by
|
||
|
||
|
||
|
||
|
||
(
|
||
K
|
||
ϕ
|
||
)
|
||
(
|
||
x
|
||
)
|
||
=
|
||
|
||
∑
|
||
|
||
y
|
||
|
||
|
||
K
|
||
(
|
||
x
|
||
,
|
||
y
|
||
)
|
||
ϕ
|
||
(
|
||
y
|
||
)
|
||
|
||
|
||
{\displaystyle (K\phi )(x)=\sum _{y}K(x,y)\phi (y)}
|
||
|
||
|
||
has eigenvalues
|
||
|
||
|
||
|
||
|
||
λ
|
||
|
||
1
|
||
|
||
|
||
≥
|
||
|
||
λ
|
||
|
||
2
|
||
|
||
|
||
≥
|
||
⋯
|
||
≥
|
||
|
||
λ
|
||
|
||
n
|
||
|
||
|
||
|
||
|
||
{\displaystyle \lambda _{1}\geq \lambda _{2}\geq \cdots \geq \lambda _{n}}
|
||
|
||
. It is known that
|
||
|
||
|
||
|
||
|
||
λ
|
||
|
||
1
|
||
|
||
|
||
=
|
||
1
|
||
|
||
|
||
{\displaystyle \lambda _{1}=1}
|
||
|
||
. The Cheeger bound is a bound on the second largest eigenvalue
|
||
|
||
|
||
|
||
|
||
λ
|
||
|
||
2
|
||
|
||
|
||
|
||
|
||
{\displaystyle \lambda _{2}}
|
||
|
||
.
|
||
Theorem (Cheeger bound):
|
||
|
||
|
||
|
||
|
||
1
|
||
−
|
||
2
|
||
Φ
|
||
≤
|
||
|
||
λ
|
||
|
||
2
|
||
|
||
|
||
≤
|
||
1
|
||
−
|
||
|
||
|
||
|
||
Φ
|
||
|
||
2
|
||
|
||
|
||
2
|
||
|
||
|
||
.
|
||
|
||
|
||
{\displaystyle 1-2\Phi \leq \lambda _{2}\leq 1-{\frac {\Phi ^{2}}{2}}.}
|
||
|
||
|
||
|
||
== See also ==
|
||
Stochastic matrix
|
||
Cheeger constant
|
||
Conductance
|
||
|
||
|
||
== References == |