Adiabatic times for Markov chains and applications (Q634167)
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English | Adiabatic times for Markov chains and applications |
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Adiabatic times for Markov chains and applications (English)
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2 August 2011
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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 \(\mathbb{Z}^{d}/n\mathbb{Z}^{d}\).
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time inhomogeneous Markov processes
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ergodicity
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mixing times
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adiabatic
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Glauber dynamics
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Ising model
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