Markov chain comparison
Markov chain comparison
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马尔可夫链比较
DOI：
10.1214/154957806000000041
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发表时间：
2004
影响因子：
1.6
通讯作者：
R. Martin
中科院分区：
文献类型：
--
作者：
M. Dyer;L. A. Goldberg;M. Jerrum;R. Martin
这是一篇说明性论文，重点讨论以下场景。我们有两个马尔可夫链，M 和 M'。通过某种方式，我们获得了 M' 混合时间的界限。我们希望将 M 与 M' 进行比较，以便得出 M 的混合时间的相应界限。我们研究了 Diaconis 和 Saloff-Coste 的比较方法在这种情况下的应用，给出了许多表征该方法适用性的定理。我们特别关注链条不可逆的情况。本文的目的是提供一系列可轻松应用于有限混合时间的定理。
This is an expository paper, focussing on the following scenario. We have two Markov chains, M and M'. By some means, we have obtained a bound on the mixing time of M'. We wish to compare M with M' in order to derive a corresponding bound on the mixing time of M. We investigate the application of the comparison method of Diaconis and Saloff-Coste to this scenario, giving a number of theorems which characterize the applicability of the method. We focus particularly on the case in which the chains are not reversible. The purpose of the paper is to provide a catalogue of theorems which can be easily applied to bound mixing times.