Cutoff for samples of Markov chains

DOI10.1051/ps:1999104zbMath0932.60077MaRDI QIDQ4265261

Bernard Ycart

Publication date: 10 October 1999

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104259

zbMATH Keywords

MCMC convergence; independent Markov chains

Mathematics Subject Classification ID

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

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Central limit theorem for hitting times of functionals of Markov jump processes, Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average, Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance, Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes, Cut-off for \(n\)-tuples of exponentially converging processes, Cutoffs for product chains, The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise, Abrupt convergence and escape behavior for birth and death chains, Cut-off for large sums of graphs

Uses Software

• Gibbsit

Cites Work

• Markov chain models - rarity and exponentiality
• Mixing: Properties and examples
• Asymptotic analysis of a random walk on a hypercube with many dimensions
• Stochastic Orderings for Markov Processes on Partially Ordered Spaces
• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
• The cutoff phenomenon in finite Markov chains.
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