Analysis of non-reversible Markov chains via similarity orbits (Q4993103)

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Analysis of non-reversible Markov chains via similarity orbits

scientific article; zbMATH DE number 7359164

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English	Analysis of non-reversible Markov chains via similarity orbits	scientific article; zbMATH DE number 7359164

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instance of

scholarly article

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title

Analysis of non-reversible Markov chains via similarity orbits (English)

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Combinatorics, Probability and Computing

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publication date

15 June 2021

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full work available at URL

https://arxiv.org/abs/1912.10715

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zbMATH Keywords

reversible Markov chains

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birth-death processes

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MaRDI profile type

MaRDI publication profile

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cites work

Corrigendum: Partial inner product spaces, metric operators and generalized hermiticity

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Non-reversible Metropolis-Hastings

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The cutoff phenomenon for ergodic Markov processes

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The \(L^{2}\)-cutoff for reversible Markov processes

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Computing cutoff times of birth and death chains

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Brownian Excursions and Parisian Barrier Options

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Skip-free Markov chains

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A sample path proof of the duality for stochastically monotone Markov processes

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Intertwinings and Stein's magic factors for birth-death processes

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Eigentime identity for asymmetric finite Markov chains

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Strong stationary times via a new form of duality

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Gibbs sampling, exponential families and orthogonal polynomials

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On quantitative convergence to quasi-stationarity

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Separation cut-offs for birth and death chains

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Spectral operators

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Q5654646

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Q4092717

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Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process

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On hitting times and fastest strong stationary times for skip-free and more general chains

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The ODE method for stability of skip-free Markov chains with applications to MCMC

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On the eigenvalues of non-negative Jacobi matrices

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Multivariate Krawtchouk polynomials and composition birth and death processes

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Duality and intertwining for discrete Markov kernels: relations and examples

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Non-self-adjoint resolutions of the identity and associated operators

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On the notion(s) of duality for Markov processes

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Coincidence properties of birth and death processes

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Unitary Dilations of One-Parameter Semigroups of Markov Transition Operators, and the Corresponding Integral Representations for Markov Processes with a Countable Infinity of States

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Convergence analysis of some multivariate Markov chains using stochastic monotonicity

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Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions

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Spectral theory and limit theorems for geometrically ergodic Markov processes

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Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses

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Geometric ergodicity and the spectral gap of non-reversible Markov chains

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Spectral theory for the differential equations of simple birth and death processes

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Markov chains and mixing times. With a chapter on ``Coupling from the past'' by James G. Propp and David B. Wilson.

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Separation cutoff for upward skip-free chains

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On functions which preserve the class of Stieltjes matrices

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On absorption times and Dirichlet eigenvalues

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An absorbing eigentime identity

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On the Markov commutator

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On the Markovian similarity

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Mathematical aspects of mixing times in Markov chains.

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Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials

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Spectral decomposition of fractional operators and a reflected stable semigroup

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Concentration inequalities for Markov chains by Marton couplings and spectral methods

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Spectral bounds for certain two-factor non-reversible MCMC algorithms

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Exactly solvable birth and death processes

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Stochastic processes and orthogonal polynomials

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The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes

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Hypocoercivity

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Commuting spectral measures on Hilbert space

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Identifiers

zbMATH Open document ID

1469.60221

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DOI

10.1017/S0963548320000024

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Analysis of non-reversible Markov chains via similarity orbits