Convergence times for parallel Markov chains

MaRDI QIDQ3437518zbMATH OpenFDO

Authors Béatrice Lachaud, Bernard Ycart

Publication date 9 May 2007

zbMATH Keywords

cut-off phenomenonMarkov chain Monte Carlo methodOrnstein-Uhlenbeck diffusion

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(6)

• Cutoff time based on generalized divergence measure
• Abrupt convergence for a family of Ornstein-Uhlenbeck processes
• Abrupt convergence and escape behavior for birth and death chains
• Cutoff for Markov chains: some examples and applications
• Convergence rates of Markov chains on spaces of partitions
• Cutoff for samples of Markov chains

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