Bounds on Mixing Time for Time-Inhomogeneous Markov Chains
Probability
2023-09-27 v1
Abstract
Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end, we propose a concept of mixing time for time-inhomogeneous Markov chains. We then develop techniques to estimate this mixing time by extending the evolving set method of Morris and Peres (2003). We apply these techniques to study a random walk on a dynamic Erd\H{o}s-R\'enyi graph, proving that the mixing time is when the graph is well above the connectivity threshold. We also give an almost matching lower bound.
Keywords
Cite
@article{arxiv.2309.14790,
title = {Bounds on Mixing Time for Time-Inhomogeneous Markov Chains},
author = {Raphael Erb},
journal= {arXiv preprint arXiv:2309.14790},
year = {2023}
}