Cutoff for samples of Markov chains

DOI10.1051/PS:1999104zbMATH Open0932.60077OpenAlexW2077181445MaRDI QIDQ4265261FDOQ4265261

Authors: 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

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zbMATH Keywords

MCMC convergenceindependent Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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• Markov chain models - rarity and exponentiality
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• The cutoff phenomenon in finite Markov chains.
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• Stochastic Orderings for Markov Processes on Partially Ordered Spaces
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Cited In (19)

• Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
• Cut-off for \(n\)-tuples of exponentially converging processes
• Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
• No cut-off phenomenon for the ``Insect Markov chain
• Cutoffs for product chains
• Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• Cut-off for large sums of graphs
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• Convergence times for parallel Markov chains
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Central limit theorem for hitting times of functionals of Markov jump processes
• Cutoff time based on generalized divergence measure
• Cutoff for Markov chains: some examples and applications
• Title not available (Why is that?)
• Separation and coupling cutoffs for tuples of independent Markov processes
• Abrupt convergence and escape behavior for birth and death chains
• Title not available (Why is that?)
• Convergence rates of Markov chains on spaces of partitions

Uses Software

• Gibbsit

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