Mixing time of Metropolis chain based on random transposition walk converging to multivariate Ewens distribution
From MaRDI portal
Publication:2346083
DOI10.1214/14-AAP1031zbMath1330.60089arXiv1204.1671MaRDI QIDQ2346083
Publication date: 29 May 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.1671
Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Symmetric functions and generalizations (05E05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Random walks generated by the Ewens distribution on the symmetric group ⋮ On quantitative convergence to quasi-stationarity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A probabilistic interpretation of the Macdonald polynomials
- Improved mixing time bounds for the Thorp shuffle and \(L\)-reversal chain
- A Markov chain on the symmetric group and Jack symmetric functions
- Trailing the dovetail shuffle to its lair
- Poisson process approximations for the Ewens sampling formula
- Orthogonal polynomials associated with root systems
- On a conjecture of Stanley on Jack symmetric functions
- Some combinatorial properties of Jack symmetric functions
- Generating a random permutation with random transpositions
- Chebyshev Polynomials in Several Variables and the Radial Part of the Laplace-Beltrami Operator