Trous spectraux pour certains algorithmes de Metropolis sur ℝ
Séminaire de probabilités, Tome 34 (2000), pp. 336-352 
@article{SPS_2000__34__336_0,
     author = {Miclo, Laurent and Roberto, Cyril},
     title = {Trous spectraux pour certains algorithmes de {Metropolis} sur $\mathbb {R}$},
     journal = {S\'eminaire de probabilit\'es},
     pages = {336--352},
     year = {2000},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {34},
     mrnumber = {1768073},
     zbl = {0962.60064},
     language = {fr},
     url = {https://www.numdam.org/item/SPS_2000__34__336_0/}
}
TY  - JOUR
AU  - Miclo, Laurent
AU  - Roberto, Cyril
TI  - Trous spectraux pour certains algorithmes de Metropolis sur $\mathbb {R}$
JO  - Séminaire de probabilités
PY  - 2000
SP  - 336
EP  - 352
VL  - 34
PB  - Springer - Lecture Notes in Mathematics
UR  - https://www.numdam.org/item/SPS_2000__34__336_0/
LA  - fr
ID  - SPS_2000__34__336_0
ER  - 
%0 Journal Article
%A Miclo, Laurent
%A Roberto, Cyril
%T Trous spectraux pour certains algorithmes de Metropolis sur $\mathbb {R}$
%J Séminaire de probabilités
%D 2000
%P 336-352
%V 34
%I Springer - Lecture Notes in Mathematics
%U https://www.numdam.org/item/SPS_2000__34__336_0/
%G fr
%F SPS_2000__34__336_0
Miclo, Laurent; Roberto, Cyril. Trous spectraux pour certains algorithmes de Metropolis sur $\mathbb {R}$. Séminaire de probabilités, Tome 34 (2000), pp. 336-352. https://www.numdam.org/item/SPS_2000__34__336_0/

[1] D. Bakry. L'hypercontractivité et son utilisation en théorie des semigroupes. In P. Bernard, editor, Lectures on Probability Theory. Ecole d'Eté de Probabilités de Saint-Flour XXII-1992, Lecture Notes in Mathematics 1581. Springer-Verlag, 1994. | Zbl | MR

[2] H.J. Brascamp and E.H. Lieb. On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation. Journal of Functional Analysis, 22:366-389, 1976. | Zbl | MR

[3] Cheeger J., A lower bound for smallest eigenvalue of the Laplacian, Problems in Analysis, Symposium in honor of S. Bochner, Princeton University Press, (1970), 195-199. | Zbl | MR

[4] Fill J.A., Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process, The Annals of Applied Probability, (1991) 1 (1), 62-87. | Zbl | MR

[5] Lawler G. and Sokal A., Bounds on the L2 spectrum for Markov chains and Markov processes : a generalization of Cheeger inequality, Transactions of the American Mathematical Society, (1988) 309 (2), 557-580. | Zbl | MR

[6] S.P. Meyn and R.L. Tweedie. Markov Chains and Stochastic Stability. Springer-Verlag, 1993. | Zbl | MR

[7] Miclo L., Trous spectraux à basse température: un contre-exemple à un comportement asymptotique escompté, Séminaire de Probabilités XXXII, Lecture Notes in Mathematics 1686, Springer-Verlag, (1998), 36-55. | Numdam | Zbl | MR | EuDML

[8] Miclo L., Une variante de l'inégalité de Cheeger pour les chaînes de Markov finies, ESAIM: P&S, URL: http://www.emath.fr/ps/, (1998) 2, 1-21. | Numdam | Zbl | EuDML

[9] J. Neveu. Bases mathématiques du calcul des probabilités. Masson, 1970. | Zbl | MR

[10] Rosenthal J.S., Markov chain convergence : from finite to infinite, Stochastic Process and their applications, (1996) 62, 55-72. | Zbl | MR

[11] L. Saloff-Coste. Lectures on finite Markov chains. In P. Bernard, editor, Lectures on Probability Theory and Statistics. Ecole d'Eté de Probabilités de Saint-Flour XXVI-1996, Lecture Notes in Mathematics 1665. Springer-Verlag, Berlin, 1997. | Zbl | MR

[12] Sinclair A., Improved bounds for mixing rates of Markov chains and multicommodity flow, Combinatories, proba. comput., (1992) 1, 351-370. | Zbl | MR