Concentration of measure and mixing for Markov chains
Probability
2008-09-30 v1 Combinatorics
Abstract
We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We illustrate our results with applications to some known chains from computer science and statistical mechanics.
Cite
@article{arxiv.0809.4856,
title = {Concentration of measure and mixing for Markov chains},
author = {Malwina J. Luczak},
journal= {arXiv preprint arXiv:0809.4856},
year = {2008}
}
Comments
28 pages