Convergence Rates for Markov Chains

From MaRDI portal
Publication:4856679

DOI10.1137/1037083zbMath0833.60069OpenAlexW2018807138MaRDI QIDQ4856679

Jeffrey S. Rosenthal

Publication date: 5 March 1996

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1037083




Related Items (29)

On the cover time and mixing time of random geometric graphsGenerating uniform random vectors in \(\mathbb Z^k_p\): the general caseOptimization of steerable sensor network for threat detectionA general steady state distribution based stopping criteria for finite length genetic algorithmsAnalyzing the performance of simultaneous generalized hill climbing algorithmsSimple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement LearningCode generator matrices as RNG conditionersRates of convergence for lamplighter processesRed light green light method for solving large Markov chainsRates of convergence for Gibbs sampling in the analysis of almost exchangeable dataSingular value automata and approximate minimizationA unified framework for population-based metaheuristicsUnnamed ItemThe value of the last digit: statistical fraud detection with digit analysisOn Finding Large Sets of Rewards in Two-Player ETP–ESP GamesFalse discovery variance reduction in large scale simultaneous hypothesis testsSMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINSTight estimates for convergence of some non-stationary consensus algorithmsMonetary dynamics in a network economyHarris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chainsSpectral convergence bounds for classical and quantum Markov processesPossible biases induced by mcmc convergence diagnosticsRelaxation of product Markov chains on product spacesAsymptotic behavior of an affine random recursion in \(\mathbf Z_p^k\) defined by a matrix with an eigenvalue of size 1A monotonicity in reversible Markov chainsConvergence rate bounds for iterative random functions using one-shot couplingOn swapping and simulated tempering algorithms.Accuracy limitations and the measurement of errors in the stochastic simulation of chemically reacting systemsConvergence time to the Ewens sampling formula in the infinite alleles Moran model




This page was built for publication: Convergence Rates for Markov Chains