Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent
Probability
2026-03-09 v1 Optimization and Control
Abstract
We present an optimization-based formulation of the Red Light Green Light (RLGL) algorithm for computing stationary distributions of large Markov chains. This perspective clarifies the algorithm's behavior, establishes exponential convergence for a class of chains, and suggests practical scheduling strategies to accelerate convergence.
Cite
@article{arxiv.2603.06391,
title = {Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent},
author = {Konstantin Avrachenkov and Lorenzo Gregoris and Nelly Litvak},
journal= {arXiv preprint arXiv:2603.06391},
year = {2026}
}