Mixing times of Markov chains on a cycle with additional long range connections
Probability
2015-06-26 v3
Abstract
We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of nodes and on additional edges, where . We find that the mixing times of reversible Markov chains properly interpolate between the mixing times of the cycle with no added edges and of the cycle with added edges (which is in turn a Small World Network model). In the case of non-reversible Markov-chains, a considerable gap remains between lower and upper bounds, but simulations give hope to experience a significant speedup compared to the reversible case.
Keywords
Cite
@article{arxiv.1401.1692,
title = {Mixing times of Markov chains on a cycle with additional long range connections},
author = {Balázs Gerencsér},
journal= {arXiv preprint arXiv:1401.1692},
year = {2015}
}