Cutoff for permuted Markov chains
Probability
2021-06-17 v3
Abstract
Let be a bistochastic matrix of size , and let be a permutation matrix of size . In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by . In other words, the chain alternates between random steps governed by and deterministic steps governed by . We show that if the permutation is chosen uniformly at random, then under mild assumptions on , with high probability, the chain exhibits cutoff at time , where is the entropic rate of . Moreover, for deterministic permutations, we improve the upper bound on the mixing time obtained by Chatterjee and Diaconis (2020).
Keywords
Cite
@article{arxiv.2104.03568,
title = {Cutoff for permuted Markov chains},
author = {Anna Ben-Hamou and Yuval Peres},
journal= {arXiv preprint arXiv:2104.03568},
year = {2021}
}