Stable Adiabatic Times For A Continuous Evolution Of Markov Chains
Probability
2015-07-23 v1
Abstract
This paper continues the discussion on the stability of time-inhomogeneous Markov chains. In particular, this paper defines a time-inhomogeneous, discrete-time Markov chain governed by a continuous evolution in the appropriate martrix space. This matrix space, , is the space of all stochastic matrices that are irreducible and aperiodic. For this new type of evolution there is a definition of a specific type of stability called the stable adiabatic time. This measure is bounded by a function of the optimal mixing time over the evolution. Namely, for a time-inhomogeneous, discrete-time Markov chain governed by a continuous evolution through a function and \noindent where is a Lipschitz constant related to the function .
Cite
@article{arxiv.1507.06085,
title = {Stable Adiabatic Times For A Continuous Evolution Of Markov Chains},
author = {Kyle Bradford},
journal= {arXiv preprint arXiv:1507.06085},
year = {2015}
}