Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.

zbMATH Open1160.60001MaRDI QIDQ3549475FDOQ3549475

Authors: David A. Levin, Yuval Peres, Elizabeth L. Wilmer 

Publication date: 29 December 2008

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zbMATH Keywords

Markov chain Monte CarloMarkov chainscouplinghitting timesIsing modelmixing times

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (only showing first 100 items - show all)

• The evolution of a spatial stochastic network
• On the mixing time of the 2D stochastic Ising model with ``Plus boundary conditions at low temperature
• Cutoff phenomenon for random walks on Kneser graphs
• The mathematics of mixing things up
• Rapid mixing of Swendsen-Wang dynamics in two dimensions
• Existence of the harmonic measure for random walks on graphs and in random environments
• Hypercube percolation
• Front evolution of the Fredrickson-Andersen one spin facilitated model
• Uniformity of the uncovered set of random walk and cutoff for lamplighter chains
• Cutoff for the East process
• Exact thresholds for Ising-Gibbs samplers on general graphs
• Mixing time for the Ising model: a uniform lower bound for all graphs
• A one-dimensional coagulation-fragmentation process with a dynamical phase transition
• A sharp estimate for cover times on binary trees
• Mixing time of near-critical random graphs
• Phase separation in random cluster models. II: The droplet at equilibrium, and local deviation lower bounds
• Front progression in the east model
• Mixing time for the solid-on-solid model
• The cutoff phenomenon for Ehrenfest chains
• Cutoff phenomenon for the asymmetric simple exclusion process and the biased card shuffling
• Condensation in stochastic particle systems with stationary product measures
• Tight inequalities among set hitting times in Markov chains
• A power law of order 1/4 for critical mean field Swendsen-Wang dynamics
• Growing in time IDLA cluster is recurrent
• Glauber dynamics for the quantum Ising model in a transverse field on a regular tree
• Sampling different kinds of acyclic automata using Markov chains
• Quasi-polynomial mixing of the 2D stochastic Ising model with ``plus boundary up to criticality
• Total variation bound for Kac's random walk
• Clustering in block Markov chains
• The speed of critically biased random walk in a one-dimensional percolation model
• Effect of increasing the energy gap between the two lowest energy states on the mixing time of the Metropolis algorithm
• On the effective impedance of finite and infinite networks
• Growth in groups: ideas and perspectives
• Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees
• Random generators of the symmetric group: diameter, mixing time and spectral gap.
• Cutoff phenomenon for nearest Lamperti's random walk
• Quantifying the Dissipation Enhancement of Cellular Flows
• Quenched scaling limits of trap models
• Increasing subsequences of random walks
• Cover times and generic chaining
• Delay performance in random-access networks
• The \(L^{2}\)-cutoff for reversible Markov processes
• Random walks on dynamical percolation: mixing times, mean squared displacement and hitting times
• Transport-entropy inequalities and curvature in discrete-space Markov chains
• Harmonic functions of linear growth on solvable groups
• The mixing time of a random walk on a long-range percolation cluster in pre-Sierpinski gasket
• The worm process for the Ising model is rapidly mixing
• Cutoff for the Fredrickson-Andersen one spin facilitated model
• Functions of random walks on hyperplane arrangements
• Biased random walk on critical Galton-Watson trees conditioned to survive
• Exponential and double exponential tails for maximum of two-dimensional discrete Gaussian free field
• Harmonic maps on amenable groups and a diffusive lower bound for random walks
• Detection thresholds in very sparse matrix completion
• Stability and delay of distributed scheduling algorithms for networks of conflicting queues
• Slow movement of a random walk on the range of a random walk in the presence of an external field
• Mixing times of monotone surfaces and SOS interfaces: a mean curvature approach
• Optimal eviction policies for stochastic address traces
• Measuring bias in cyclic random walks
• Convergence rates of Markov chains on spaces of partitions
• Skip-free Markov chains
• Metropolis-Hastings reversiblizations of non-reversible Markov chains
• Another conversation with Persi Diaconis
• Mixing time bounds for graphlet random walks
• Quantum walks can find a marked element on any graph
• Hitting time asymptotics for hard-core interactions on grids
• Convergence to extremal processes in random environments and extremal ageing in SK models
• Smoothed Analysis on Connected Graphs
• Dobrushin's ergodicity coefficient for Markov operators on cones
• Hopf algebras and Markov chains: two examples and a theory
• Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
• Two-dimensional random interlacements and late points for random walks
• Chip-firing game and a partial Tutte polynomial for Eulerian digraphs
• Conditioned, quasi-stationary, restricted measures and escape from metastable states
• Gumbel fluctuations for cover times in the discrete torus
• Random walks on quasirandom graphs
• On the limiting spectral density of random matrices filled with stochastic processes
• Uniformity of the late points of random walk on \({\mathbb {Z}}_{n}^{d}\) for \(d \geq 3\)
• Mixing time and cutoff for the adjacent transposition shuffle and the simple exclusion
• The Mixing Time of the Newman-Watts Small-World Model
• A note on the relaxation time of two Markov chains on rooted phylogenetic tree spaces
• Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
• Mixing times for random \(k\)-cycles and coalescence-fragmentation chains
• Cutoff for the noisy voter model
• Mixing and average mixing times for general Markov processes
• Mean field conditions for coalescing random walks
• Coalescence and meeting times on \(n\)-block Markov chains
• Non-reversible Metropolis-Hastings
• Continuous-time Markov chains. An applications-oriented approach
• A critical threshold for design effects in network sampling
• Maximizing the probability of attaining a target prior to extinction
• Hack's law in a drainage network model: a Brownian web approach
• Time operator of Markov chains and mixing times. Applications to financial data
• Polymer dynamics in the depinned phase: metastability with logarithmic barriers
• An efficient tree-based computation of a metric comparable to a natural diffusion distance
• Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction
• Curvature, concentration and error estimates for Markov chain Monte Carlo
• Mixing times of lozenge tiling and card shuffling Markov chains
• Combinatorial Markov chains on linear extensions
• Majority rule has transition ratio 4 on Yule trees under a 2-state symmetric model
• Some simple but challenging Markov processes

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