Spectral analysis of random-to-random Markov chains

A. B. Dieker, Franco Saliola

Published 2015-09-29Version 1

We compute the eigenvalues and eigenspaces of random-to-random Markov chains. We use a family of maps which reveal a remarkable recursive structure of the eigenspaces, yielding an explicit and effective construction of all eigenbases starting from bases of the kernels.