Fastest mixing markov chain on a path

American Mathematical Monthly

Volumn 113, Issue 1, 2006, Pages 70-74

  Boyd, Stephen ^a   Diaconis, Persi ^b   Sun, Jun ^a   Xiao, Lin ^c  

^a Stanford University   (United States)

^b STANFORD UNIVERSITY   (United States)

^c CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 32844472875     PISSN: 00029890     EISSN: None     Source Type: Journal    
DOI: 10.2307/27641840     Document Type: Review

References (7)

1. D. Aldous and J. Fill, Reversible Markov Chains and Random Walks on Graphs (to appear); available at stat-www.berkeley.edu/users/aldous/RWG/book. html.
2. S. Boyd, P. Diaconis, and L. Xiao, Fastest mixing Markov chain on a graph, SIAM Review 46 (2004) 667-689.
3. S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, Cambridge, United Kingdom, 2004; available at www.stanford.edu/~boyd/ cvxbook.html.
4. P. Brémaud, Markov Chains, Gibbs Fields, Monte Carlo Simulation and Queues, Springer-Verlag, Berlin, 1999.
5. P. Diaconis and D. Stroock. Geometric bounds for eigenvalues of Markov chains, Ann. Appl. Prob. 1 (1991) 36-61.
6. R. Diekmann, S. Muthukrishnan, and M. V. Nayakkankuppam, Engineering diffusive load balancing algorithms using experiments, in Lecture Notes in Computer Science, no. 1253, Springer-Verlag, Berlin, 1997, pp. 111-122.
7. W. Feller. An Introduction to Probability and Its Applications, vol. 1, 3rd ed., Wiley, New York, 1968.