Quantitative bounds on convergence of time-inhomogeneous Markov chains

DOI10.1214/105051604000000620zbMath1072.60059arXivmath/0503532OpenAlexW1986613495MaRDI QIDQ1769405

Randal Douc, Jeffrey S. Rosenthal, Eric Moulines

Publication date: 21 March 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503532

zbMATH Keywords

simulated annealingconvergence ratecoupling\(f\)-norm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27)

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