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arXiv:2004.11491 [math.PR]AbstractReferencesReviewsResources

Speeding up Markov chains with deterministic jumps

Sourav Chatterjee, Persi Diaconis

Published 2020-04-23Version 1

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.

Comments: 20 pages
Categories: math.PR
Subjects: 60J10, 60J22
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