Markov Chains and Mixing Times is a book on Markov chain mixing times. The second edition was written by David A. Levin, and Yuval Peres. Elizabeth Wilmer...

In probability theory, the mixing time of a Markov chain is the time until the Markov chain is "close" to its steady state distribution. More precisely...

Probability and Random Processes (second ed.). Oxford University Press. ISBN 0198572220. Asher Levin, David (2009). Markov chains and mixing times. p. 16....

science, and in particular for topics such as fractals and Hausdorff measure, random walks, Brownian motion, percolation and Markov chain mixing times. Peres...

Equation 2.25. David A. Levin, Yuval Peres, Elizabeth L. Wilmer, Markov Chains and Mixing Times, 2nd. rev. ed. (AMS, 2017), Proposition 4.2, p. 48. Tsybakov...

is an American mathematician known for her work on Markov chain mixing times. She is a professor, and former department head, of mathematics at Oberlin...

(2003). "Rapid mixing of several Markov chains for a hard-core model". In Ibaraki, Toshihide; Katoh, Naoki; Ono, Hirotaka (eds.). Algorithms and Computation...

continuous-time Markov chain (CTMC). Markov processes are named in honor of the Russian mathematician Andrey Markov. Markov chains have many applications...

theory, and mathematics, the conductance is a parameter of a Markov chain that is closely tied to its mixing time, that is, how rapidly the chain converges...

A hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent (or hidden) Markov process (referred to as X {\displaystyle...

Levin, David A.; Peres, Yuval; Wilmer, Elizabeth L. (2008), "Markov Chains and Mixing Times", American Mathematical Society. Robert, C. P.; Casella, G....

The Lempel–Ziv–Markov chain algorithm (LZMA) is an algorithm used to perform lossless data compression. It has been used in the 7z format of the 7-Zip...

stationary Markov process is β-mixing if and only if it is an aperiodic recurrent Harris chain. The β-mixing coefficients are always bigger than the α-mixing ones...

S2CID 1918990. Levin, David Asher; Peres, Yuval (2017). Markov chains and mixing times. Elizabeth L. Wilmer, James G. Propp, David Bruce Wilson, American...

counting measures. The Markov chain is ergodic, so the shift example from above is a special case of the criterion. Markov chains with recurring communicating...

(MC³) improves the mixing of Markov chains in presence of multiple local peaks in the posterior density. It runs multiple (m) chains in parallel, each...

Metropolis-adjusted Langevin algorithm (MALA) or Langevin Monte Carlo (LMC) is a Markov chain Monte Carlo (MCMC) method for obtaining random samples – sequences of...

theorem for Markov chains". Annals of Probability. 8 (1): 115–130. doi:10.1214/aop/1176994828. MR 0556418. Zbl 0426.60064. Persi Diaconis and Svante Janson...

In probability theory and statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion...

Ravi; Tetali, Prasad (2006). "Mathematical Aspects of Mixing Times in Markov Chains". Foundations and Trends in Theoretical Computer Science. 1 (3): 237–354...

Theory and Quantum Gravity. Plenum Press. pp. 209–223. ISBN 0-306-43602-7. Neal, R. (2011). "MCMC Using Hamiltonian Dynamics". Handbook of Markov Chain Monte...

{\displaystyle X_{t-1}} in the defining equation. Continuing this process N times yields X t = φ N X t − N + ∑ k = 0 N − 1 φ k ε t − k . {\displaystyle X_{t}=\varphi...

Markov Chains and Random Walks on Graphs. Archived from the original on 27 February 2019. Doyle, Peter G.; Snell, J. Laurie (1984). Random Walks and Electric...

theory and its applications, in particular in topics such as exchangeability, weak convergence, Markov chain mixing times, the continuum random tree and stochastic...

Chinese commander of the occupation, and his subordinate, Russian Colonel Vladimir Markov, who is constantly belittled and dismissed by Yu as incompetent for...

up the walk is nearly uniformly distributed? That is, what is the Markov chain mixing time? Examples of problems studied in reconfiguration include: Games...

"stochastic interface models (random surfaces and SLE), random walk, mixing times for Markov chains, and interacting particle systems." With Scott Sheffield...

the utmost importance for an active trader. Business and economics portal Absorbing Markov chain (used in mathematical finance to calculate risk of ruin)...

consisting n-dimensional cubes and doing a random walk over these cubes. By using the theory of rapidly mixing Markov chains, they show that it takes a polynomial...

the quantization of subshifts of finite type, or as a quantization of Markov chains. QFAs are, in turn, special cases of geometric finite automata or topological...