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arXiv · 2603.06391

Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent

Konstantin Avrachenkov·Lorenzo Gregoris·Nelly Litvak
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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.

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Konstantin Avrachenkov, Lorenzo Gregoris, Nelly Litvak. 2026-03-06. Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent. https://arxiv.org/abs/2603.06391

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