Convergence Rates for Markov Chains
From MaRDI portal
Publication:4856679
DOI10.1137/1037083zbMath0833.60069OpenAlexW2018807138MaRDI QIDQ4856679
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
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Related Items (29)
On the cover time and mixing time of random geometric graphs ⋮ Generating uniform random vectors in \(\mathbb Z^k_p\): the general case ⋮ Optimization of steerable sensor network for threat detection ⋮ A general steady state distribution based stopping criteria for finite length genetic algorithms ⋮ Analyzing the performance of simultaneous generalized hill climbing algorithms ⋮ Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning ⋮ Code generator matrices as RNG conditioners ⋮ Rates of convergence for lamplighter processes ⋮ Red light green light method for solving large Markov chains ⋮ Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data ⋮ Singular value automata and approximate minimization ⋮ A unified framework for population-based metaheuristics ⋮ Unnamed Item ⋮ The value of the last digit: statistical fraud detection with digit analysis ⋮ On Finding Large Sets of Rewards in Two-Player ETP–ESP Games ⋮ False discovery variance reduction in large scale simultaneous hypothesis tests ⋮ SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS ⋮ Tight estimates for convergence of some non-stationary consensus algorithms ⋮ Monetary dynamics in a network economy ⋮ Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains ⋮ Spectral convergence bounds for classical and quantum Markov processes ⋮ Possible biases induced by mcmc convergence diagnostics ⋮ Relaxation of product Markov chains on product spaces ⋮ Asymptotic behavior of an affine random recursion in \(\mathbf Z_p^k\) defined by a matrix with an eigenvalue of size 1 ⋮ A monotonicity in reversible Markov chains ⋮ Convergence rate bounds for iterative random functions using one-shot coupling ⋮ On swapping and simulated tempering algorithms. ⋮ Accuracy limitations and the measurement of errors in the stochastic simulation of chemically reacting systems ⋮ Convergence time to the Ewens sampling formula in the infinite alleles Moran model
This page was built for publication: Convergence Rates for Markov Chains