Lectures on finite Markov chains
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The work describes the analytic approach to the asymptotic analysis of finite continuous-time Markov chains. To obtain quantitative estimates of the convergence to the stationary distribution, the author uses functional analysis tools (such as Poincaré inequalities, Sobolev and Nash inequalities and logarithmic Sobolev inequalities) as well as geometric tools (such as geometry of graph associated with the chain and combinatorics of corresponding paths). A plenty of examples is presented. Complicated technical issues are considered in very clear and lively manner. For the entire collection see [Zbl 0871.00040].
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Cited in
(only showing first 100 items - show all)- The logarithmic Sobolev constant of some finite Markov chains
- Micro-local analysis for the Metropolis algorithm
- Weak entropy inequalities and entropic convergence
- Random walks and hyperplane arrangements
- On the log-Sobolev constant for the simple random walk on the \(n\)-cycle: The even cases
- Algebraic convergence of Markov chains
- Eigenvalues, inequalities and ergodic theory
- Cutoffs for product chains
- On sensitivity of uniform mixing times
- Spectral gap estimates in mean field spin glasses
- Localization of the principal Dirichlet eigenvector in the heavy-tailed random conductance model
- Cutoff for lamplighter chains on fractals
- A very simple proof of the LSI for high temperature spin systems
- Towards a universality picture for the relaxation to equilibrium of kinetically constrained models
- Quenched invariance principle for random walks with time-dependent ergodic degenerate weights
- Fluctuations of the empirical measure of freezing Markov chains
- Glauber dynamics on trees: Boundary conditions and mixing time
- On the convergence to equilibrium of Brownian motion on compact simple Lie groups
- Random walks on supercritical percolation clusters
- Stability results for Harnack inequalities.
- Glauber dynamics on trees and hyperbolic graphs
- Nash inequalities for general symmetric forms
- About relaxation time of finite generalized Metropolis algorithms
- On the averaged dynamics of the random field Curie-Weiss model.
- Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap.
- Isoperimetry and heat kernel decay on percolation clusters.
- A super-class walk on upper-triangular matrices
- Note on the knapsack Markov chain.
- Cutoff for the Ising model on the lattice
- Giant vacant component left by a random walk in a random \(d\)-regular graph
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- An interlacing technique for spectra of random walks and its application to finite percolation clusters
- Analytic proof of dual variational formula for the first eigenvalue in dimension one
- Modified log-Sobolev inequality for a compact pure jump Markov process with degenerate jumps
- Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions
- Poincaré profiles of groups and spaces
- Isoperimetric inequalities for non-local Dirichlet forms
- Level-set percolation of the Gaussian free field on regular graphs II: finite expanders
- Rates of convergence to equilibrium for potlatch and smoothing processes
- Entropy-information inequalities under curvature-dimension conditions for continuous-time Markov chains
- Random-cluster dynamics on random regular graphs in tree uniqueness
- Convergence rate bounds for iterative random functions using one-shot coupling
- Coalescing and branching simple symmetric exclusion process
- Mean field behavior during the big bang regime for coalescing random walks
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
- Random walks on finite nilpotent groups driven by long-jump measures
- Random-cluster dynamics in \(\mathbb{Z}^2\): rapid mixing with general boundary conditions
- Cutoff for the Swendsen-Wang dynamics on the lattice
- Spectral gap in mean-field \({\mathcal{O}}(n)\)-model
- Speed of random walks, isoperimetry and compression of finitely generated groups
- On the spectral gap and the diameter of Cayley graphs
- Cutoff for the square plaquette model on a critical length scale
- Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms
- Time scale separation and dynamic heterogeneity in the low temperature East model
- Escape rate of Markov chains on infinite graphs
- The cut-off phenomenon for Brownian motions on compact symmetric spaces
- Mixing time of a kinetically constrained spin model on trees: power law scaling at criticality
- A martingale approach to metastability
- Aging of asymmetric dynamics on the random energy model
- \(L^p\)-Poincaré inequality for general symmetric forms
- The \(L^{2}\)-cutoff for reversible Markov processes
- Products of random walks on finite groups with moderate growth
- Metropolis-Hastings reversiblizations of non-reversible Markov chains
- Bidirectional sliding of two parallel microtubules generated by multiple identical motors
- Condensation of a self-attracting random walk
- Improved log-Sobolev inequalities, hypercontractivity and uncertainty principle on the hypercube
- Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps
- Cutoff for the East process
- Invariance principle for the random conductance model in a degenerate ergodic environment
- Local times of subdiffusive biased walks on trees
- Convergence of some time inhomogeneous Markov chains via spectral techniques
- On reverse hypercontractivity
- Abrupt convergence and escape behavior for birth and death chains
- Transportation-information inequalities for Markov processes
- Kantorovich duality for general transport costs and applications
- A characterization of \(L_{2}\) mixing and hypercontractivity via hitting times and maximal inequalities
- Universality results for kinetically constrained spin models in two dimensions
- Growing in time IDLA cluster is recurrent
- Biased random walk in positive random conductances on \(\mathbb{Z}^{d}\)
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- On the spectral analysis of second-order Markov chains
- Hopf algebras and Markov chains: two examples and a theory
- How universal are asymptotics of disconnection times in discrete cylinders?
- General Sobolev type inequalities for symmetric forms
- Isoperimetric inequalities and mixing time for a random walk on a random point process
- Kinetically constrained spin models
- Hypercontractivity for a quantum Ornstein-Uhlenbeck semigroup
- Modified logarithmic Sobolev inequalities for some models of random walk
- Spectral gap of positive operators and applications
- Analysis of top to bottom-\(k\) shuffles
- Phase ordering after a deep quench: the stochastic Ising and hard core gas models on a tree
- Evolving sets, mixing and heat kernel bounds
- The divisible sandpile at critical density
- Transport-information inequalities for Markov chains
- Local limit theorems for the random conductance model and applications to the Ginzburg-Landau \(\nabla \phi\) interface model
- Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights
- Harnack inequalities on weighted graphs and some applications to the random conductance model
- Sharp threshold for the FA-2f kinetically constrained model
- Hilbert space analysis of latin hypercube sampling
- Metastable states, quasi-stationary distributions and soft measures
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