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Suppose X and Y are two independent irreducible Markov chains on n states. We consider the intersection time, which is the first time their trajectories intersect. We show for reversible and lazy chains that the total variation mixing time…

Probability · Mathematics 2014-12-30 Yuval Peres , Thomas Sauerwald , Perla Sousi , Alexandre Stauffer

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri

We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been…

Probability · Mathematics 2026-05-13 Bastien Dubail

A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the $\rho$-mixing and strong mixing ($\alpha$-mixing) conditions can be fairly arbitrary, within…

Probability · Mathematics 2022-10-04 Richard C. Bradley

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

We establish three remarkable consequences of non-negative curvature for sparse Markov chains. First, their conductance decreases logarithmically with the number of states. Second, their displacement is at least diffusive until the mixing…

Probability · Mathematics 2022-06-17 Florentin Münch , Justin Salez

In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…

Classical Analysis and ODEs · Mathematics 2012-02-15 Yevgeniy Kovchegov , Nicholas Michalowski

In this paper, we propose a new Markov chain which generalizes random-to-random shuffling on permutations to random-to-random shuffling on linear extensions of a finite poset of size $n$. We conjecture that the second largest eigenvalue of…

Probability · Mathematics 2017-03-01 Arvind Ayyer , Anne Schilling , Nicolas M. Thiéry

Many applications in network analysis require algorithms to sample uniformly at random from the set of all graphs with a prescribed degree sequence. We present a Markov chain based approach which converges to the uniform distribution of all…

Discrete Mathematics · Computer Science 2010-03-05 Annabell Berger , Matthias Müller-Hannemann

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition…

Probability · Mathematics 2009-06-17 Stephen Boyd , Persi Diaconis , Pablo A. Parrilo , Lin Xiao

This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time $t_{\text{mix}}$ of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from…

Machine Learning · Computer Science 2015-11-04 Daniel Hsu , Aryeh Kontorovich , Csaba Szepesvári

We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$. The set of $\alpha$-orientations of a plane graph has a…

Combinatorics · Mathematics 2023-06-22 Stefan Felsner , Daniel Heldt

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

We consider the computational task of sampling a bit string $x$ from a distribution $\pi(x)=|\langle x|\psi\rangle|^2$, where $\psi$ is the unique ground state of a local Hamiltonian $H$. Our main result describes a direct link between the…

Quantum Physics · Physics 2023-11-09 Sergey Bravyi , Giuseppe Carleo , David Gosset , Yinchen Liu

We show a strict hierarchy among various edge and vertex expansion properties of Markov chains. This gives easy proofs of a range of bounds, both classical and new, on chi-square distance, spectral gap and mixing time. The 2-gradient is…

Probability · Mathematics 2009-04-03 Ravi Montenegro

A new efficient algorithm is presented for finding all simple cycles that satisfy a length constraint in a directed graph. When the number of vertices is non-trivial, most cycle-finding problems are of practical interest for sparse graphs…

Data Structures and Algorithms · Computer Science 2021-05-27 Anshul Gupta , Toyotaro Suzumura

We propose an exact technique to calculate lower bounds of spectral gaps of discrete time reversible Markov chains on finite state sets. Spectral gaps are a common tool for evaluating convergence rates of Markov chains. As an illustration,…

Statistical Mechanics · Physics 2016-08-31 N. Destainville

We consider the problem of detecting a cycle in a directed graph that grows by arc insertions, and the related problems of maintaining a topological order and the strong components of such a graph. For these problems, we give two…

Data Structures and Algorithms · Computer Science 2011-12-06 Michael A. Bender , Jeremy T. Fineman , Seth Gilbert , Robert E. Tarjan

We prove that Broder's Markov chain for approximate sampling near-perfect and perfect matchings is not rapidly mixing for Hamiltonian, regular, threshold and planar bipartite graphs, filling a gap in the literature. In the second part we…

Discrete Mathematics · Computer Science 2014-04-17 Annabell Berger , Steffen Rechner

We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…

Probability · Mathematics 2025-08-19 Nils Berglund