Adiabatic times for Markov chains and applications (Q634167)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Adiabatic times for Markov chains and applications
scientific article

    Statements

    Adiabatic times for Markov chains and applications (English)
    0 references
    0 references
    0 references
    2 August 2011
    0 references
    The authors define the mixing time as a measurement of the time it takes for a Markov chain to reach a state that is close enough to its stationary distribution. To define an adiabatic time they look at the linear evolution of a generator for the initial probability transition matrix to a generator for the final probability transition matrix. They compare adiabatic and mixing times to obtain an understanding of the adiabatic transition in terms of mixing times and vice versa. They state the adiabatic results for Markov chains that generalize the theorems given by \textit{Y. Kovchegov} [Stat. Probab. Lett. 80, No. 3--4, 186--190 (2010; Zbl 1195.60097)] for both the discrete and continuous cases. They provide examples of applications to Ising models with adiabatic Glauber dynamics on \(\mathbb{Z}^{d}/n\mathbb{Z}^{d}\).
    0 references
    time inhomogeneous Markov processes
    0 references
    ergodicity
    0 references
    mixing times
    0 references
    adiabatic
    0 references
    Glauber dynamics
    0 references
    Ising model
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references