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We develop a method for analyzing the mixing times for a quite general class of Markov chains on the complete monomial group G \wr S_n (the wreath product of a group G with the permutation group S_n) and a quite general class of Markov…

Probability · Mathematics 2012-08-27 James Allen Fill , Clyde H. Schoolfield,

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

Machine Learning · Computer Science 2023-07-14 Ron Dorfman , Kfir Y. Levy

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the…

Probability · Mathematics 2015-05-14 Alexandre Gaudilliere , Julien Reygner

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…

Probability · Mathematics 2013-04-30 Yuval Peres , Perla Sousi

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

Probability · Mathematics 2017-05-08 Florian Bouguet , Bertrand Cloez

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

We provide quantitative upper bounds on the total variation mixing time of the Markov chain corresponding to the unadjusted Hamiltonian Monte Carlo (uHMC) algorithm. For two general classes of models and fixed time discretization step size…

Probability · Mathematics 2022-10-13 Nawaf Bou-Rabee , Andreas Eberle

We study the mixing time of a random walker who moves inside a dynamical random cluster model on the d-dimensional torus of side-length n. In this model, edges switch at rate \mu between open and closed, following a Glauber dynamics for the…

Probability · Mathematics 2022-09-08 Andrea Lelli , Alexandre Stauffer

In this paper we present a study of the mixing time of a random walk on the largest component of a supercritical random graph, also known as the giant component. We identify local obstructions that slow down the random walk, when the…

Combinatorics · Mathematics 2007-05-23 Nikolaos Fountoulakis , Bruce Reed

We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…

Statistical Mechanics · Physics 2009-10-31 Brian R. La Cour , William C. Schieve

We prove an upper bound on the total variation mixing time of a finite Markov chain in terms of the absolute spectral gap and the number of elements in the state space. Unlike results requiring reversibility or irreducibility, this bound is…

Probability · Mathematics 2013-10-31 Daniel Jerison

We prove tight mixing time bounds for natural random walks on bases of matroids, determinantal distributions, and more generally distributions associated with log-concave polynomials. For a matroid of rank $k$ on a ground set of $n$…

Data Structures and Algorithms · Computer Science 2021-04-13 Nima Anari , Kuikui Liu , Shayan Oveis Gharan , Cynthia Vinzant , Thuy Duong Vuong

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

Probability · Mathematics 2025-04-28 Luca Avena , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

Given a sequence $(\mathfrak{X}_i, \mathscr{K}_i)_{i=1}^\infty$ of Markov chains, the cut-off phenomenon describes a period of transition to stationarity which is asymptotically lower order than the mixing time. We study mixing times and…

Number Theory · Mathematics 2021-05-25 Bob Hough

Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties…

Probability · Mathematics 2016-02-04 Natesh S. Pillai , Aaron Smith

We prove that the well-studied triangulation flip walk on a convex point set mixes in time O(n^3 log^3 n), the first progress since McShine and Tetali's O(n^5 log n) bound in 1997. In the process we give lower and upper bounds of…

Combinatorics · Mathematics 2023-05-05 David Eppstein , Daniel Frishberg

We present results relating mixing times to the intersection time of branching random walk (BRW) in which the logarithm of the expected number of particles grows at rate of the spectral-gap $\mathrm{gap}$ . This is a finite state space…

Probability · Mathematics 2022-03-03 Jonathan Hermon

In this paper we consider a simple Markov chain for bipartite graphs with given degree sequence on $n$ vertices. We show that the mixing time of this Markov chain is bounded above by a polynomial in $n$ in case of {\em semi-regular} degree…

Combinatorics · Mathematics 2021-01-01 Péter L. Erdös , Istán Miklós , Lajos Soukup

This article rigorously analyzes the meeting time between pursuers and evaders performing random walks on digraphs. There exist several bounds on the expected meeting time between random walkers on graphs in the literature, however,…

Probability · Mathematics 2018-06-26 Mishel George , Rushabh Patel , Francesco Bullo
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