Cutoff for samples of Markov chains

DOI10.1051/ps:1999104zbMath0932.60077OpenAlexW2077181445MaRDI QIDQ4265261

Bernard Ycart

Publication date: 10 October 1999

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104259

zbMATH Keywords

MCMC convergenceindependent Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (11)

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Cutoffs for product chains ⋮ Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes ⋮ Abrupt convergence and escape behavior for birth and death chains ⋮ Cut-off for \(n\)-tuples of exponentially converging processes ⋮ The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise ⋮ Unnamed Item ⋮ The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise ⋮ Cut-off for large sums of graphs ⋮ Central limit theorem for hitting times of functionals of Markov jump processes ⋮ Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average

Uses Software

• Gibbsit

Cites Work

• Markov chain models - rarity and exponentiality
• Mixing: Properties and examples
• Asymptotic analysis of a random walk on a hypercube with many dimensions
• Stochastic Orderings for Markov Processes on Partially Ordered Spaces
• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
• The cutoff phenomenon in finite Markov chains.
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