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

DOI10.1081/STM-120004469zbMath1015.60061MaRDI QIDQ3147441

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)

Related Items

Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces

Cites Work

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• Sampling-Based Approaches to Calculating Marginal Densities
• Diffusion of color in the simple exclusion process
• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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