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Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

Probability · Mathematics 2023-09-27 Raphael Erb

The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…

A 1-2 model configuration is a subset of edges of a hexagonal lattice satisfying the constraint that each vertex is incident to 1 or 2 edges. We introduce Markov chains to sample the 1-2 model configurations on 2D hexagonal lattice and…

Probability · Mathematics 2019-01-01 Zhongyang Li

This paper explores the mixing time of the random transposition walk on the symmetric group. While it has long been known that this walk mixes in order n*log(n) time, this result has not previously been attained using coupling. A coupling…

Probability · Mathematics 2011-09-20 Olena Bormashenko

This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…

Probability · Mathematics 2020-06-01 Julia Gaudio , Yury Polyanskiy

In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of $n$…

Probability · Mathematics 2019-03-25 Diego F. de Bernardini , Christophe Gallesco , Serguei Popov

Define $(X_n)$ on $\mathbf{Z}/q\mathbf{Z}$ by $X_{n+1} = 2X_n + b_n$, where the steps $b_n$ are chosen independently at random from $-1, 0, +1$. The mixing time of this random walk is known to be at most $1.02 \log_2 q$ for almost all odd…

Probability · Mathematics 2022-08-25 Sean Eberhard , Péter P. Varjú

The switch Markov chain has been extensively studied as the most natural Markov Chain Monte Carlo approach for sampling graphs with prescribed degree sequences. We use comparison arguments with other, less natural but simpler to analyze,…

Discrete Mathematics · Computer Science 2018-10-29 Georgios Amanatidis , Pieter Kleer

In network modeling of complex systems one is often required to sample random realizations of networks that obey a given set of constraints, usually in form of graph measures. A much studied class of problems targets uniform sampling of…

Combinatorics · Mathematics 2018-05-22 Péter L. Erdős , István Miklós , Zoltán Toroczkai

To find the number of assignments of zeros and ones satisfying a specific Knapsack Problem is $\#P$ hard, so only approximations are envisageable. A Markov chain allowing uniform sampling of all possible solutions is given by Luby, Randall…

Combinatorics · Mathematics 2018-03-20 Koko K. Kayibi , S. Pirzada , Carrie Rutherford

In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss…

Probability · Mathematics 2019-10-10 Graham White

We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^\zeta$ for a ``generator'' matrix $G$ and strength parameter $\zeta>0$. In these chains,…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

Whereas classical invariance principles for ergodic Markov chains address the situation in which the time horizon of observations is much larger than the mixing time, the quality of approximation is questionable when this is not the case…

Probability · Mathematics 2026-05-12 Gabriele Bellerino , Angelika Rohde

Given a permutation sigma of the integers {-n,-n+1,...,n} we consider the Markov chain X_{sigma}, which jumps from k to sigma (k\pm 1) equally likely if k\neq -n,n. We prove that the expected hitting time of {-n,n} starting from any point…

Probability · Mathematics 2014-05-15 Shirshendu Ganguly , Yuval Peres

We show that the random transposition walk on the symmetric group $S_n$ has cutoff in separation distance at $\frac{1}{2}n \log n$, by constructing a strong stationary time. The construction involves working with cycle types of permutations…

Probability · Mathematics 2019-10-03 Graham White

The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…

Data Structures and Algorithms · Computer Science 2020-02-07 Vedat Levi Alev , Lap Chi Lau

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

Statistics Theory · Mathematics 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

We consider irreducible Markov chains on a finite state space. We show that the mixing time of any such chain is equivalent to the maximum, over initial states $x$ and moving large sets $(A_s)_s$, of the hitting time of $(A_s)_s$ starting…

Probability · Mathematics 2019-02-20 Perla Sousi , Peter Winkler

By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…

Probability · Mathematics 2021-11-22 Elizabeth L. Wilmer

The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi[PS2015] and Oliveira[Oli2012], the authors show that the mixing times and "worst-case" hitting times of reversible Markov chains…

Probability · Mathematics 2019-04-05 Robert M. Anderson , Haosui Duanmu , Aaron Smith
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