Analysis of a non-reversible Markov chain speedup by a single edge

DOI10.1017/jpr.2022.88zbMath1514.60081arXiv1905.03223OpenAlexW2944394979MaRDI QIDQ6102058

Balázs Gerencsér

Publication date: 8 May 2023

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

Full work available at URL: https://arxiv.org/abs/1905.03223

zbMATH Keywords

stationaritymixing timedriftspeed of convergencerandom edge

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25)

Cites Work

• Markov chain mixing time on cycles
• Card shuffling and Diophantine approximation
• Improved mixing rates of directed cycles by added connection
• Analysis of a nonreversible Markov chain sampler.
• Fastest Mixing Markov Chain on Graphs with Symmetries
• The Markov chain Monte Carlo revolution
• Sensitivity of Mixing Times in Eulerian Digraphs
• The Accuracy of the Gaussian Approximation to the Sum of Independent Variates
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