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Asymptotic behavior of eigenvalues and random updating schemes
Authors:Tzuu-Shuh Chiang  Yunshyong Chow
Affiliation:(1) Institute of Mathematics, Academia Sinica, 11529 Taipei, Taiwan, Republic of China
Abstract:
For a stochastic matrix (QijT)i,j=1M withQijTsim exp(–U(ij)/T) at the off-diagonal positions, we develop an algorithm to evaluate the asymptotic convergence rate of all eigenvalues ofQijT asT darr 0 using Ventcel's optimal graphs. As an application we can compare the convergence rates of some random updating schemes used in image processing.This research was partially supported by the National Science Council, Taiwan and Air Force Office of Scientific Research Contract No. F49620 S5C 0144, and was completed while Tzuu-Shuh Chiang was visiting the Center for Stochastic Processes, Department of Statistics, University of North Carolina, Chapel Hill, NC 27599-3260, USA.
Keywords:W-graph  Cycles  Metropolis algorithm  Gibbs sampler
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