English

Restart perturbations for reversible Markov chains: trichotomy and pre-cutoff equivalence

Probability 2021-03-16 v3 Discrete Mathematics

Abstract

Given a reversible Markov chain PnP_n on nn states, and another chain P~n\tilde{P}_n obtained by perturbing each row of PnP_n by at most αn\alpha_n in total variation, we study the total variation distance between the two stationary distributions, πnπ~n\| \pi_n - \tilde{\pi}_n \|. We show that for chains with cutoff, πnπ~n\| \pi_n - \tilde{\pi}_n \| converges to 00, ece^{-c}, and 11, respectively, if the product of αn\alpha_n and the mixing time of PnP_n converges to 00, cc, and \infty, respectively. This echoes recent results for specific random walks that exhibit cutoff, suggesting that cutoff is the key property underlying such results. Moreover, we show πnπ~n\| \pi_n - \tilde{\pi}_n \| is maximized by restart perturbations, for which P~n\tilde{P}_n "restarts" PnP_n at a random state with probability αn\alpha_n at each step. Finally, we show that pre-cutoff is (almost) equivalent to a notion of "sensitivity to restart perturbations," suggesting that chains with sharper convergence to stationarity are inherently less robust.

Keywords

Cite

@article{arxiv.1907.02926,
  title  = {Restart perturbations for reversible Markov chains: trichotomy and pre-cutoff equivalence},
  author = {Daniel Vial and Vijay Subramanian},
  journal= {arXiv preprint arXiv:1907.02926},
  year   = {2021}
}

Comments

Generalized Theorem 1 from restart to bounded perturbations. Other minor edits throughout