On the Convergence of Reversible Markov Chains

DOI10.1137/0614063MaRDI QIDQ3142601zbMATH OpenOpenAlexFDO

Authors Madhav P. Desai, Vasant B. Rao

Publication date 30 January 1994

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0614063

zbMATH Keywords

combinatorial optimizationequilibrium distributionreversible time-homogeneous Markov chainsimulated annealingspectral gap

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cited in

(28)

• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Comparison theorems for reversible Markov chains
• On eigenvalues of the transition matrix of some count-data Markov chains
• The smallest eigenvalue for reversible Markov chains
• Markov chain decomposition for convergence rate analysis
• Reversibility and equivalence in directed Markov fields
• Limit profiles for reversible Markov chains
• Sharp bounds on eigenvalues via spectral embedding based on signless Laplacians
• Structure and eigenvalues of heat-bath Markov chains
• scientific article; zbMATH DE number 4203403 (Why is no real title available?)
• A Note on Revival Models for Markov Chains
• scientific article; zbMATH DE number 5001252 (Why is no real title available?)
• A monotonicity in reversible Markov chains
• An interlacing theorem for reversible Markov chains
• Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains
• Estimations pour les chaînes de Markov réversibles
• An extension of the gärtner-ellis Theorem with applications To reversible markov chains And some stationary sequences
• Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
• A semidefinite bound for mixing rates of Markov chains
• scientific article; zbMATH DE number 815550 (Why is no real title available?)
• ON THE SPECTRAL GAP OF A TIME REVERSIBLE MARKOV CHAIN
• Characterization of cutoff for reversible Markov chains
• Finite-Time Behavior of Slowly Cooled Annealing Chains
• A method for determining the reversibility of a Markov sequence
• Some results characterizing the finite time behaviour of the simulated annealing algorithm.
• Equiangular lines via matrix projection
• Geometric bounds for eigenvalues of Markov chains
• Constructing optimal transition matrix for Markov chain Monte Carlo

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