Identification of almost invariant aggregates in reversible nearly uncoupled Markov chains

DOI10.1016/S0024-3795(00)00095-1zbMath0963.65008MaRDI QIDQ1583716

Peter Deuflhard, Christof Schütte, Wilhelm Huisinga, Alexander Fischer

Publication date: 19 June 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

performance; system identification; Markov chains; numerical examples; eigenvectors; graph coloring; molecular dynamics; chemical structure; discrete Markov processes; Perron cluster of eigenvalues

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

65C40: Numerical analysis or methods applied to Markov chains

80A30: Chemical kinetics in thermodynamics and heat transfer

Related Items

ON MARKOV CHAINS AND THE SPECTRA OF THE CORRESPONDING FROBENIUS–PERRON OPERATORS, Extracting macroscopic stochastic dynamics: Model problems, Blockwise perturbation theory for nearly uncoupled Markov chains and its application, Phase transitions and metastability in Markovian and molecular systems, Statistically optimal almost-invariant sets, Eigenvalue bounds on restrictions of reversible nearly uncoupled Markov chains, Robust Perron cluster analysis in conformation dynamics, Generator estimation of Markov jump processes, A comparative study of two stochastic mode reduction methods

Uses Software

• ARPACK

Cites Work

• Non-negative matrices and Markov chains. 2nd ed
• Computational molecular dynamics: challenges, methods, ideas. Proceedings of the 2nd international symposium on Algorithms for Macromolecular modelling, Berlin, Germany, May 21--24, 1997
• A direct approach to conformational dynamics based on hybrid Monte Carlo
• On the structure of stochastic matrices with a subdominant eigenvalue near 1
• Perturbation theory for linear operators.
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
• ARPACK Users' Guide
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