Issue No.02 - March/April (2006 vol.8)
Dana Randall , Georgia Institute of Technology
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MCSE.2006.30
Monte Carlo algorithms often depend on Markov chains to sample from very large data sets. A key ingredient in the design of an efficient Markov chain is determining rigorous bounds on how quickly the chain "mixes," or converges, to its stationary distribution. This survey provides an overview of several useful techniques.
Markov processes, Monte Carlo simulation, analysis of algorithm and problem complexity
Dana Randall, "Rapidly Mixing Markov Chains with Applications in Computer Science and Physics", Computing in Science & Engineering, vol.8, no. 2, pp. 30-41, March/April 2006, doi:10.1109/MCSE.2006.30