Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields

DOI10.1214/aoap/1177005652zbMath0756.60057OpenAlexW2049590639MaRDI QIDQ1201317

Chii-Ruey Hwang, Arnoldo Frigessi, Laurent Younes

Publication date: 17 January 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005652

zbMATH Keywords

weak convergenceMonte Carlo methodsstochastic matriceslattice-based Gibbs distributionssimulation algorithm for Markov random fields

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

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