Minimising the expected commute time

DOI10.1016/j.spa.2019.04.010zbMath1489.60127arXiv1207.2719OpenAlexW2903772296MaRDI QIDQ2145796

Ma. Elena Hernández-Hernández, S. D. Jacka

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.2719

zbMATH Keywords

diffusionstochastic controlMCMCsimulated temperingbirth and death processcommute-time

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of branching processes (60J85)

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Cites Work

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• Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
• The electrical resistance of a graph captures its commute and cover times
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• On solutions of one-dimensional stochastic differential equations without drift
• Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube
• Keeping a satellite aloft: two finite fuel stochastic control models
• Stochastic differential equations. An introduction with applications.

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