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Log-Concavity and the Spectral Gap of Stochastic Matrices
Published online by Cambridge University Press: 01 September 1997
Let Q be a stochastic matrix and I be the identity matrix. We show by a direct combinatorial approach that the coefficients of the characteristic polynomial of the matrix I−Q are log-concave. We use this fact to prove a new bound for the second-largest eigenvalue of Q.
- Research Article
- 1997 Cambridge University Press