Convergence times for parallel Markov chains

zbMATH Open1114.65007MaRDI QIDQ3437518FDOQ3437518

Authors: Béatrice Lachaud, Bernard Ycart 

Publication date: 9 May 2007

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zbMATH Keywords

Markov chain Monte Carlo methodcut-off phenomenonOrnstein-Uhlenbeck diffusion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (5)

• Abrupt convergence for a family of Ornstein-Uhlenbeck processes
• Cutoff time based on generalized divergence measure
• Cutoff for Markov chains: some examples and applications
• Abrupt convergence and escape behavior for birth and death chains
• Convergence rates of Markov chains on spaces of partitions

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