English

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, Pnia\mathcal{P}_{n}^{ia}, 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 P:[0,1]Pnia\mathbf{P}: [0,1] \rightarrow \mathcal{P}_{n}^{ia} and 0<ϵ<12n0 < \epsilon < \frac{1}{2 \sqrt{n}} tsad(P,ϵ)3n3\slash2Ltmix2(P,ϵ)(12nϵ)ϵt_{sad}(\mathbf{P}, \epsilon) \leq \frac{3n^{3 \slash 2} L t_{mix}^{2}(\mathbf{P}_{\infty}, \epsilon)}{(1-2\sqrt{n} \epsilon) \epsilon} \noindent where LL is a Lipschitz constant related to the function P\mathbf{P}.

Keywords

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}
}
R2 v1 2026-06-22T10:16:12.805Z