Optimal State-Space Order for Spectral Gaps of Sliding-Window Occupation Counts (arxiv.org)
arXiv:2609.27836v1 Announce Type: cross
Abstract: Let $P$ be an irreducible reversible Markov kernel on a $m$-state space $\Omega$, and denote its right spectral gap $\gamma=1-\lambda_2(P)$. From a stationary trajectory, let $K_t$ be the occupation-count vector of the length-$n$ window beginning at time $t$. The stationary pair $(K_0,K_1)$ defines a reversible projected count kernel $\widetilde P_n$. For every $m\ge2$, let \[
c_m^\star=
\inf_{\substack{ P,\; n \ge 2}}
\frac{n\Gap(\widetilde P_n)}{\Gap(P)}. \] We prove \[
\frac1{1080m}\le c_m^\star\le q_{m-2},
\qquad
q_0=\frac14,\quad q_{r+1}=q_r(1-q_r). \] We also show $q_{m-2}=(m+\log m+O(1))^{-1}$, which implies that $c_m^\star=\Theta(m^{-1})$. Thus, the optimal comparison coefficient has order $m$, although its exact value remains open. The lower bound also holds for $n=1$ and is uniform in $P$, including sparse and periodic kernels. Its proof combines short-window decorrelation with an averaged anchor-excursion decomposition, a Green-kernel hitting estimate, and a stopped Carleson--Hardy inequality. A nested rare-state construction produces finite $m$-state witnesses whose normalized Rayleigh quotients approach $q_{m-2}$ through an ordered sequence of limits. For every fixed finite irreducible reversible aperiodic kernel on at least two states, $\Gap(\widetilde P_n)=\Theta_P(n^{-1})$.
Abstract: Let $P$ be an irreducible reversible Markov kernel on a $m$-state space $\Omega$, and denote its right spectral gap $\gamma=1-\lambda_2(P)$. From a stationary trajectory, let $K_t$ be the occupation-count vector of the length-$n$ window beginning at time $t$. The stationary pair $(K_0,K_1)$ defines a reversible projected count kernel $\widetilde P_n$. For every $m\ge2$, let \[
c_m^\star=
\inf_{\substack{ P,\; n \ge 2}}
\frac{n\Gap(\widetilde P_n)}{\Gap(P)}. \] We prove \[
\frac1{1080m}\le c_m^\star\le q_{m-2},
\qquad
q_0=\frac14,\quad q_{r+1}=q_r(1-q_r). \] We also show $q_{m-2}=(m+\log m+O(1))^{-1}$, which implies that $c_m^\star=\Theta(m^{-1})$. Thus, the optimal comparison coefficient has order $m$, although its exact value remains open. The lower bound also holds for $n=1$ and is uniform in $P$, including sparse and periodic kernels. Its proof combines short-window decorrelation with an averaged anchor-excursion decomposition, a Green-kernel hitting estimate, and a stopped Carleson--Hardy inequality. A nested rare-state construction produces finite $m$-state witnesses whose normalized Rayleigh quotients approach $q_{m-2}$ through an ordered sequence of limits. For every fixed finite irreducible reversible aperiodic kernel on at least two states, $\Gap(\widetilde P_n)=\Theta_P(n^{-1})$.
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