Speeding up Markov chains with deterministic jumps
Speeding up Markov chains with deterministic jumps
About this item
Full title
Speeding up Markov chains with deterministic jumps
Author / Creator
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Probability theory and related fields, 2020-12, Vol.178 (3-4), p.1193-1214
Language
English
Formats
Publication information
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Subjects
More information
Scope and Contents
Contents
We show that the convergence of finite state space Markov chains to stationarity can often be considerably speeded up by alternating every step of the chain with a deterministic move. Under fairly general conditions, we show that not only do such schemes exist, they are numerous.
Alternative Titles
Full title
Speeding up Markov chains with deterministic jumps
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2471470965
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2471470965
Other Identifiers
ISSN
0178-8051
E-ISSN
1432-2064
DOI
10.1007/s00440-020-01006-4
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