I am interested in probability theory, statistics, and mathematical physics. The following are some of my favorite works, and some recent preprints.
We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation time of the chain as the inverse of this spectral gap, and show that this relaxation time can be characterized, for any Markov chain, as the time required for convergence of empirical averages.