On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations

DOI10.1007/s10959-019-00903-2zbMath1434.60199arXiv1810.11763OpenAlexW3105987972MaRDI QIDQ2181629

Lu-Jing Huang, Michael C. H. Choi

Publication date: 19 May 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.11763

zbMATH Keywords

Markov chainsasymptotic variancelarge deviationsmixing timeMetropolis-Hastings algorithmhitting timeadditive reversiblization

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items

Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime, Generalized Markov chain tree theorem and Kemeny's constant for a class of non-Markovian matrices

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