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Linear Recurrent Sequences, Markov Chains and Their Applications in Graph Theory

Rebecca Carter, M. Ram Murty

TL;DR

The paper addresses sharpening the ergodic convergence of finite Markov chains by deriving a sub-exponential, spectral error term that depends on eigenvalue spacings, using an explicit Vandermonde inverse to obtain a spectral expression for recurrence coefficients.A complete treatment of linear recurrences is developed, including explicit formulas for the Vandermonde inverse and coefficients c_i, and the connection to powers of matrices via Cayley-Hamilton, enabling spectrally driven error bounds.These spectral tools are applied to Markov chains to produce a Convergence Theorem with explicit bounds in terms of the spectrum, and further extended to diameter bounds in directed graphs, recovering and extending known results for undirected graphs.The work highlights a deep link between recurrence theory, spectral graph theory, and network science, with potential practical impact on mixing times and graph diameter analyses in complex networks.

Abstract

After a brief review of the key theorems concerning recurrent sequences, we give an explicit computation of the inverse of the Vandermonde matrix. This will then be used to derive sub-exponential decay error terms in the ergodic theorem of Markov chains. Finally, we apply these results to give estimates for the diameters of directed graphs.

Linear Recurrent Sequences, Markov Chains and Their Applications in Graph Theory

TL;DR

The paper addresses sharpening the ergodic convergence of finite Markov chains by deriving a sub-exponential, spectral error term that depends on eigenvalue spacings, using an explicit Vandermonde inverse to obtain a spectral expression for recurrence coefficients.A complete treatment of linear recurrences is developed, including explicit formulas for the Vandermonde inverse and coefficients c_i, and the connection to powers of matrices via Cayley-Hamilton, enabling spectrally driven error bounds.These spectral tools are applied to Markov chains to produce a Convergence Theorem with explicit bounds in terms of the spectrum, and further extended to diameter bounds in directed graphs, recovering and extending known results for undirected graphs.The work highlights a deep link between recurrence theory, spectral graph theory, and network science, with potential practical impact on mixing times and graph diameter analyses in complex networks.

Abstract

After a brief review of the key theorems concerning recurrent sequences, we give an explicit computation of the inverse of the Vandermonde matrix. This will then be used to derive sub-exponential decay error terms in the ergodic theorem of Markov chains. Finally, we apply these results to give estimates for the diameters of directed graphs.

Paper Structure

This paper contains 8 sections, 10 theorems, 62 equations.

Key Result

Lemma 1

The inverse of the $n\times n$ Vandermonde matrix with distinct, non-zero entries $\lambda_1, \ldots, \lambda_n$ is given by $V^{-1} = [w_{ij}]$ where

Theorems & Definitions (13)

  • Lemma 1
  • Proposition 2
  • Theorem 3: Cayley-Hamilton
  • Theorem 4
  • Theorem 5: Fundamental Theorem of Markov Chains
  • Theorem 6: Perron-Frobenius
  • Remark 7
  • Theorem 8: Convergence Theorem
  • Remark 9
  • Corollary 10
  • ...and 3 more