Markov chain mixing time on cycles

DOI10.1016/J.SPA.2011.07.007MaRDI QIDQ719772zbMATH OpenOpenAlexFDO

Authors Balázs Gerencsér

Publication date 11 October 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2011.07.007

zbMATH Keywords

Markov chaincyclemixing timenon-reversible

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Cites work

• Analysis of a nonreversible Markov chain sampler.
• Collective dynamics of `small-world' networks
• Convergence speed in distributed consensus and averaging
• Equation of state calculations by fast computing machines
• Fastest Mixing Markov Chain on a Graph
• Fastest mixing Markov chain on graphs with symmetries
• Lifting Markov chains to speed up mixing
• Monte Carlo sampling methods using Markov chains and their applications

Cited in

(3)

• Analysis of a non-reversible Markov chain speedup by a single edge
• Improved mixing rates of directed cycles by added connection
• Characterizing limits and opportunities in speeding up Markov chain mixing

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