On the spectral analysis of second-order Markov chains

DOI10.5802/AFST.1383MaRDI QIDQ2452089zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, Laurent Miclo

Publication date 30 May 2014

Published in Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5802/afst.1383

zbMATH Keywords

spectral analysisMarkov kernelsecond-order Markov chainstrajectorial reversibility

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• Spectral analysis of random-to-random Markov chains
• Spectral analysis of M/G/1 and G/M/1 type Markov chains
• scientific article; zbMATH DE number 4115776
• Spectral multipliers for Markov chains
• Spectral Analysis, without Eigenvectors, for Markov Chains
• Spectral analysis of multi-dimensional self-similar Markov processes
• The spectral method and ergodic theorems for general Markov chains
• Spectral analysis of finite Markov chains with spherical symmetries

Cites work

• scientific article; zbMATH DE number 1069282 (Why is no real title available?)
• Analysis of a nonreversible Markov chain sampler.
• Central limit theorems for additive functionals of Markov chains.
• Centrohermitian and skew-centrohermitian matrices
• Centrosymmetric (Cross-Symmetric) Matrices, Their Basic Properties, Eigenvalues, and Eigenvectors
• Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
• Matrices with multiple symmetry properties: applications of centro-Hermitian and per-Hermitian matrices
• Matrix Analysis
• NON-BACKTRACKING RANDOM WALKS MIX FASTER
• Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
• Optimum Monte-Carlo sampling using Markov chains
• Perturbation theory for linear operators.

Cited in

(18)

• Spectral analysis of multi-dimensional self-similar Markov processes
• Correction to: ``Speeding up Markov chains with deterministic jumps
• Convergence of a second order Markov chain
• Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
• Characterizing limits and opportunities in speeding up Markov chain mixing
• \(L^2\)-spectral theory for Markov operators
• Spectral Analysis, without Eigenvectors, for Markov Chains
• Analysis of non-reversible Markov chains via similarity orbits
• Improving the convergence of reversible samplers
• scientific article; zbMATH DE number 4115776 (Why is no real title available?)
• Bounds on lifting continuous-state Markov chains to speed up mixing
• Spectral analysis of random-to-random Markov chains
• Kinetic walks for sampling
• Some things we've learned (about Markov chain Monte Carlo)
• On the convergence time of some non-reversible Markov chain Monte Carlo methods
• Speeding up Markov chains with deterministic jumps
• Hypocoercive relaxation to equilibrium for some kinetic models
• Spectral theory for weakly reversible Markov chains

This page was built for publication: On the spectral analysis of second-order Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452089)