On the spectral analysis of second-order Markov chains

DOI10.5802/AFST.1383zbMATH Open1302.60103OpenAlexW4298241019MaRDI QIDQ2452089FDOQ2452089

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

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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)

Cites Work

• Matrix Analysis
• Analysis of a nonreversible Markov chain sampler.
• Perturbation theory for linear operators.
• Title not available (Why is that?)
• Central limit theorems for additive functionals of Markov chains.
• Optimum Monte-Carlo sampling using Markov chains
• 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
• NON-BACKTRACKING RANDOM WALKS MIX FASTER
• Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
• Matrices with multiple symmetry properties: applications of centro-Hermitian and per-Hermitian matrices
• Centrohermitian and skew-centrohermitian matrices

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
• Title not available (Why is that?)
• 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

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