Relaxation Times of Markov Chains in Statistical Mechanics and Combinatorial Structures

Autor:	Fabio Martinelli
Přispěvatelé:	D. ALDOUS, J.M. STEELE, G. GRIMMETT, C. D. HOWARD, F. MARTINELLI, L.SALOFF-COSTE, Martinelli, Fabio
Rok vydání:	2004
Předmět:	symbols.namesake Markov chain mixing time Markov chain Computer science symbols Balance equation Examples of Markov chains Markov property Markov chain Monte Carlo Statistical physics Gibbs measure Time reversibility
Zdroj:	Probability on Discrete Structures ISBN: 9783642056475
Popis:	In Markov chain Monte Carlo theory a particular Markov chain is run for a very long time until its distribution is close enough to the equilibrium measure. In recent years, for models of statistical mechanics and of theoretical computer science, there has been a flourishing of new mathematical ideas and techniques to rigorously control the time it takes for the chain to equilibrate. This has provided a fruitful interaction between the two fields and the purpose of this paper is to provide a comprehensive review of the state of the art.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30778c47869c6dd4624803ce625a701a https://doi.org/10.1007/978-3-662-09444-0_4 Zobrazit plný text záznamu