Related papers: Improved Mixing Rates of Directed Cycles with Addi…

Establishing cutoff, an abrupt transition from "not mixed" to "well mixed", is a classical topic in the theory of mixing times for Markov chains. Interest has grown recently in determining not only the existence of cutoff and the order of…

A family $\{Q_{\beta}\}_{\beta \geq 0}$ of Markov chains is said to exhibit $\textit{metastable mixing}$ with $\textit{modes}$ $S_{\beta}^{(1)},\ldots,S_{\beta}^{(k)}$ if its spectral gap (or some other mixing property) is very close to the…

It is natural to expect that nonbacktracking random walk will mix faster than simple random walks, but so far this has only been proved in regular graphs. To analyze typical irregular graphs, let $G$ be a random graph on $n$ vertices with…

Zigzags in graphs embedded in surfaces are cyclic sequences of edges whose any two consecutive edges are different, have a common vertex and belong to the same face. We investigate zigzags in randomly constructed combinatorial tetrahedral…

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,…

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…

A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…

We consider the number of crossings in a graph which is embedded randomly on a convex set of points. We give an estimate to the normal distribution in Kolmogorov distance which implies a convergence rate of order $n^{-1/2}$ for various…

This paper studies the f-ergodicity and its exponential convergence rate for continuous-time Markov chain. Assume f is square integrable, for reversible Markov chain, it is proved that the exponential convergence of f-ergodicity holds if…

We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…

Let $G = (V,E)$ be an undirected graph with maximum degree $\Delta$ and vertex conductance $\Psi^*(G)$. We show that there exists a symmetric, stochastic matrix $P$, with off-diagonal entries supported on $E$, whose spectral gap…

We consider unsupervised estimation of mixtures of discrete graphical models, where the class variable corresponding to the mixture components is hidden and each mixture component over the observed variables can have a potentially different…

A new approach for optimal estimation of Markov chains with sparse transition matrices is presented.

In this paper we investigate the existence of $L^{2}(\pi)$-spectral gaps for $\pi$-irreducible, positive recurrent Markov chains on general state space. We obtain necessary and sufficient conditions for the existence of…

We consider a general multivariate affine stochastic recursion and the associated Markov chain on $\mathbb R^{d}$. We assume a natural geometric condition which implies existence of an unbounded stationary solution and we show that the…

We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…

We analyze the general biased adjacent transposition shuffle process, which is a well-studied Markov chain on the symmetric group $S_n$. In each step, an adjacent pair of elements $i$ and $j$ are chosen, and then $i$ is placed ahead of $j$…

We present a novel approach to quantizing Markov chains. The approach is based on the Markov chain coupling method, which is frequently used to prove fast mixing. Given a particular coupling, e.g., a grand coupling, we construct a…

We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…

We consider the problem of estimating from sample paths the absolute spectral gap $\gamma_*$ of a reversible, irreducible and aperiodic Markov chain $(X_t)_{t \in \mathbb{N}}$ over a finite state space $\Omega$. We propose the ${\tt UCPI}$…