Cutoff for samples of Markov chains

DOI10.1051/PS:1999104MaRDI QIDQ4265261zbMATH OpenOpenAlexFDO

Authors 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

independent Markov chainsMCMC convergence

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic analysis of a random walk on a hypercube with many dimensions
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• Markov chain models - rarity and exponentiality
• Mixing: Properties and examples
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• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model

Cited in

(21)

• No cut-off phenomenon for the ``Insect Markov chain
• Cutoff time based on generalized divergence measure
• Stopping tests for Markov chain Monte-Carlo methods
• Cutoffs for product chains
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• Abrupt convergence and escape behavior for birth and death chains
• Cut-off for large sums of graphs
• Cutoff for Markov chains: some examples and applications
• Separation and coupling cutoffs for tuples of independent Markov processes
• scientific article; zbMATH DE number 3844766 (Why is no real title available?)
• Convergence times for parallel Markov chains
• Convergence rates of Markov chains on spaces of partitions
• 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
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• On the spectrum and ergodicity of a neutral multi-allelic Moran model
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Gradual convergence for Langevin dynamics on a degenerate potential
• Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
• Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
• Cut-off for \(n\)-tuples of exponentially converging processes

Describes a project that uses

Uses Software

• Gibbsit

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