A characterization of $L_{2}$ mixing and hypercontractivity via hitting times and maximal inequalities
Abstract
There are several works characterizing the total-variation mixing time of a reversible Markov chain in term of natural probabilistic concepts such as stopping times and hitting times. In contrast, there is no known analog for the mixing time, (while there are sophisticated analytic tools to bound , in general they do not determine up to a constant factor and they lack a probabilistic interpretation). In this work we show that can be characterized up to a constant factor using hitting times distributions. We also derive a new extremal characterization of the Log-Sobolev constant, , as a weighted version of the spectral gap. This characterization yields a probabilistic interpretation of in terms of a hitting time version of hypercontractivity. As applications of our results, we show that (1) for every reversible Markov chain, is robust under addition of self-loops with bounded weights, and (2) for weighted nearest neighbor random walks on trees, is robust under bounded perturbations of the edge weights.
Cite
@article{arxiv.1609.07557,
title = {A characterization of $L_{2}$ mixing and hypercontractivity via hitting times and maximal inequalities},
author = {Jonathan Hermon and Yuval Peres},
journal= {arXiv preprint arXiv:1609.07557},
year = {2018}
}
Comments
27 pages