About relaxation time of finite generalized Metropolis algorithms

DOI10.1214/aoap/1037125871zbMath1012.60065OpenAlexW2094118745MaRDI QIDQ1872354

Laurent Miclo

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aoap/1037125871

zbMATH Keywords

simulated annealingcritical rate for relaxation timesdelaying effect for ergodic constantsDobrushin's coefficient and couplingspectral gaps and singular values

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Numerical analysis or methods applied to Markov chains (65C40) Eigenvalues, singular values, and eigenvectors (15A18) Optimality conditions for problems involving randomness (49K45)

Related Items (4)

Hitting time asymptotics for hard-core interactions on grids ⋮ Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime ⋮ Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures ⋮ Tunneling of the hard‐core model on finite triangular lattices

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