演講者：陳冠宇教授
單 位：國立交通大學應用數學系
日 期：2011年11月9日 PM 14:30
地 點：國立高雄大學理學院408室
講 題：The total variation mixing of Ehrenfest chains
摘 要：
In Markov chain Monte Carlo theory, an ergodic Markov chain is simulated for a very long time, say T, until its distribution is close enough to the stationarity. In practice, one is interested in the time T to stop the simulation and choose the random sample as the desired distribution. Similar problems arise in many fields including statistic physics, computer science, biology and more. It is well known that T is closely related to the mixing time of Markov chains. In this talk, we will introduce the concept of mixing times and discuss how they are related to a brilliant observation, the cutoff phenomenon. For illustration, the classical model, Ehrenfest processes, will be considered and latest results are described in detail.
