English

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 nn nodes and on nγn^\gamma additional edges, where γ<1\gamma < 1. 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 cncn 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}
}