On the Convergence of Reversible Markov Chains

DOI10.1137/0614063zbMath0780.60066OpenAlexW2056744345MaRDI QIDQ3142601

Vasant B. Rao, Madhav P. Desai

Publication date: 30 January 1994

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0614063

zbMATH Keywords

combinatorial optimizationsimulated annealingspectral gapequilibrium distributionreversible time-homogeneous Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items (5)

Constructing optimal transition matrix for Markov chain Monte Carlo ⋮ Some results characterizing the finite time behaviour of the simulated annealing algorithm. ⋮ Finite-Time Behavior of Slowly Cooled Annealing Chains ⋮ The smallest eigenvalue for reversible Markov chains ⋮ Sharp bounds on eigenvalues via spectral embedding based on signless Laplacians

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