Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rn

DOI10.1081/STM-120004469MaRDI QIDQ3147441zbMATH OpenFDO

Authors Wai Kong Yuen

Publication date 8 July 2003

Published in Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

diffusionCheeger's inequalitygeometric ratesimulation theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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Cites work

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• scientific article; zbMATH DE number 3574390 (Why is no real title available?)
• scientific article; zbMATH DE number 3081828 (Why is no real title available?)
• Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
• Approximating the Permanent
• Comparison theorems for reversible Markov chains
• Computable bounds for geometric convergence rates of Markov chains
• Diffusion of color in the simple exclusion process
• General Irreducible Markov Chains and Non-Negative Operators
• Geometric bounds for eigenvalues of Markov chains
• Geometric ergodicity and hybrid Markov chains
• Markov chain convergence: From finite to infinite
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• Sampling-Based Approaches to Calculating Marginal Densities
• Shift-coupling and convergence rates of ergodic averages

Cited in

(6)

• Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
• Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces
• scientific article; zbMATH DE number 5847038 (Why is no real title available?)
• Bounding the convergence time of local probabilistic evolution
• Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
• Spectral convergence bounds for classical and quantum Markov processes

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