English

Analysis of a non-reversible Markov chain speedup by a single edge

Probability 2019-06-07 v2

Abstract

We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of nn vertices and a Markov chain with a drift is introduced, we get mixing time of O(n3/2)O(n^{3/2}) with probability bounded away from 0. If only one of the two modifications were performed, the mixing time would stay Ω(n2)\Omega(n^2).

Keywords

Cite

@article{arxiv.1905.03223,
  title  = {Analysis of a non-reversible Markov chain speedup by a single edge},
  author = {Balázs Gerencsér},
  journal= {arXiv preprint arXiv:1905.03223},
  year   = {2019}
}

Comments

15 pages, 5 figures