A curiously slowly mixing Markov chain
Probability
2025-12-30 v2 Combinatorics
Representation Theory
Abstract
We study a Markov chain with very different mixing rates depending on how mixing is measured. The chain is the "Burnside process on the hypercube ." Started at the all-zeros state, it mixes in a bounded number of steps, no matter how large is, in and in . And started at general , it mixes in at most steps in . But, in , it takes steps for most starting . The mixing results follow from an explicit diagonalization of the Markov chain into binomial-coefficient-valued eigenvectors.
Keywords
Cite
@article{arxiv.2511.01245,
title = {A curiously slowly mixing Markov chain},
author = {Persi Diaconis and Andrew Lin and Arun Ram},
journal= {arXiv preprint arXiv:2511.01245},
year = {2025}
}
Comments
Please feel free to make comments! (The connection to Schur--Weyl duality has been moved to a separate paper, and some results have been slightly improved.)