Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process

DOI10.1214/AOAP/1177005981zbMATH Open0726.60069OpenAlexW2069092471MaRDI QIDQ804091FDOQ804091

James Allen Fill

Publication date: 1991

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005981

zbMATH Keywords

interacting particle systemsstatistical mechanicsnonreversible chainssimple exclusion processvariation distancemixing rates for reversible Markov chainsPoisson blockers

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (95)

• Tight estimates for convergence of some non-stationary consensus algorithms
• A rapidly mixing stochastic system of finite interacting particles on the circle
• Information geometry of reversible Markov chains
• Metropolis-Hastings reversiblizations of non-reversible Markov chains
• Chernoff-type bound for finite Markov chains
• Random walks on graphs and Monte Carlo methods
• On the spectral analysis of second-order Markov chains
• Mod-ϕ Convergence, II: Estimates on the Speed of Convergence
• Variance bounding Markov chains
• Generalized Markov chain tree theorem and Kemeny's constant for a class of non-Markovian matrices
• Sensitivity and convergence of uniformly ergodic Markov chains
• Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Limit theorems for Markov chains by the symmetrization method
• On the isoperimetric spectrum of graphs and its approximations
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• Evolving sets, mixing and heat kernel bounds
• On quantitative convergence to quasi-stationarity
• Convergence of some time inhomogeneous Markov chains via spectral techniques
• Simulated annealing with time-dependent energy function via Sobolev inequalities
• The mixing time for simple exclusion
• Systematic scan for sampling colorings
• A dynamic programming approach to efficient sampling from Boltzmann distributions
• Fixed Precision MCMC Estimation by Median of Products of Averages
• About relaxation time of finite generalized Metropolis algorithms
• On approximating the eigenvalues of stochastic matrices in probabilistic logspace
• A semidefinite bound for mixing rates of Markov chains
• Discriminating between sequences of bernoulli and markov-bernoulli trials
• Mixing times for the simple exclusion process with open boundaries
• Stability and exponential convergence of continuous-time Markov chains
• Asymptotic optimality of isoperimetric constants
• Poisson approximations for Markov-driven point processes
• Nash inequalities for finite Markov chains
• Asymptotic behaviour of time-inhomogeneous evolutions on von Neumann algebras
• Lower bounds for the eigenvalues of Laplacian matrices
• Reversible random walks on dynamic graphs
• The $\chi ^2$χ2-divergence and mixing times of quantum Markov processes
• Spectral partitioning works: planar graphs and finite element meshes
• Logarithmic Sobolev, isoperimetry and transport inequalities on graphs
• Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media
• The power of amnesia: Learning probabilistic automata with variable memory length
• Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
• The Markov chain Monte Carlo revolution
• An Extension of the Metropolis Algorithm
• Attracting random walks
• A discipline of evolutionary programming
• Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
• What do we know about the Metropolis algorithm?
• Mean-field conditions for percolation on finite graphs
• Logarithmic Sobolev inequalities for finite Markov chains
• Entropy and convergence in dynamics and demography
• Learning Markov Models Via Low-Rank Optimization
• A Markov chain sampler for contingency table exact inference
• Expectations for nonreversible Markov chains
• Nonstationary Markovian queues
• Lower bounds to the spectral gap of Davies generators
• Geometric ergodicity and the spectral gap of non-reversible Markov chains
• Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities
• Thermalization time bounds for Pauli stabilizer Hamiltonians
• Isoperimetric Inequalities and Decay of Iterated Kernels for Almost-transitive Markov Chains
• Computable Bounds on the Spectral Gap for Unreliable Jackson Networks
• Eigenvalue bounds on restrictions of reversible nearly uncoupled Markov chains
• Skip-free Markov chains
• Local limit theorems and mod-phi convergence
• Spectral clustering for non-reversible Markov chains
• A new perspective on implementation by voting trees
• The spectral gap of sparse random digraphs
• Harmonic analysis on directed graphs and applications: from Fourier analysis to wavelets
• Intersection Conductance and Canonical Alternating Paths: Methods for General Finite Markov Chains
• An online algorithm for the risk-aware restless bandit
• Distributed multi-agent optimisation via coordination with second-order nearest neighbours
• Improved bounds for the large-time behaviour of simulated annealing
• Homophily outlier detection in non-IID categorical data
• Analysis of non-reversible Markov chains via similarity orbits
• Analysis of two-component Gibbs samplers using the theory of two projections
• Sequence Classification Using Third-Order Moments
• Statistical estimation of ergodic Markov chain kernel over discrete state space
• The asynchronous DeGroot dynamics
• Robust learning in social networks via matrix scaling
• Cooperative convex optimization with subgradient delays using push-sum distributed dual averaging
• Theory of eigenvalues for periodic non-stationary Markov processes: the Kolmogorov operator and its applications
• Efficient Parameter Sampling for Markov Jump Processes
• On the \(\alpha\)-lazy version of Markov chains in estimation and testing problems
• Uniform upper bound of the second largest eigenvalue of stochastic matrices with equal-neighbor rule
• A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales
• Mixing times for the TASEP in the maximal current phase
• On the convergence time of some non-reversible Markov chain Monte Carlo methods
• Eigenvalues of LRU via a linear algebraic approach
• Spectral analysis of non-Hermitian matrices and directed graphs
• Maximally predictive states: from partial observations to long timescales
• Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
• Improved estimation of relaxation time in nonreversible Markov chains
• Title not available (Why is that?)

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