English

A characterization of $L_{2}$ mixing and hypercontractivity via hitting times and maximal inequalities

Probability 2018-01-23 v3

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 L2L_{2} mixing time, τ2\tau_{2} (while there are sophisticated analytic tools to bound τ2 \tau_2, in general they do not determine τ2\tau_2 up to a constant factor and they lack a probabilistic interpretation). In this work we show that τ2\tau_2 can be characterized up to a constant factor using hitting times distributions. We also derive a new extremal characterization of the Log-Sobolev constant, cLSc_{\mathrm{LS}}, as a weighted version of the spectral gap. This characterization yields a probabilistic interpretation of cLSc_{\mathrm{LS}} in terms of a hitting time version of hypercontractivity. As applications of our results, we show that (1) for every reversible Markov chain, τ2\tau_2 is robust under addition of self-loops with bounded weights, and (2) for weighted nearest neighbor random walks on trees, τ2\tau_2 is robust under bounded perturbations of the edge weights.

Keywords

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}
}

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27 pages