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We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of $n$ vertices and a Markov chain with a drift is introduced, we get mixing time of…

Probability · Mathematics 2019-06-07 Balázs Gerencsér

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

Probability · Mathematics 2015-06-26 Balázs Gerencsér

We investigate the mixing rate of a Markov chain where a combination of long distance edges and non-reversibility is introduced: as a first step, we focus here on the following graphs: starting from the cycle graph, we select random nodes…

Probability · Mathematics 2018-02-13 Balázs Gerencsér , Julien Hendrickx

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

Probability · Mathematics 2012-08-28 Roberto Imbuzeiro Oliveira

We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…

Probability · Mathematics 2025-09-29 Anna Ben-Hamou

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…

Quantum Physics · Physics 2018-11-15 Davide Orsucci , Hans J. Briegel , Vedran Dunjko

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

We analyze the absolute spectral gap of Markov chains on graphs obtained from a cycle of $n$ vertices and perturbed only at approximately $n^{1/\rho}$ random locations with an appropriate, possibly sparse, interconnection structure.…

Probability · Mathematics 2023-07-20 Balázs Gerencsér , Julien M. Hendrickx

The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…

Statistics Theory · Mathematics 2026-02-06 Geoffrey Wolfer , Pierre Alquier

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

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

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

We consider tilings of $\mathbb{Z}^2$ by two types of squares. We are interested in the rate of convergence to the stationarity of a natural Markov chain defined for square tilings. The rate of convergence can be represented by the mixing…

Discrete Mathematics · Computer Science 2018-01-16 Alexandra Ugolnikova

Let $\mathcal{S}_n$ be the permutation group on $n$ elements, and consider a random walk on $\mathcal{S}_n$ whose step distribution is uniform on $k$-cycles. We prove a well-known conjecture that the mixing time of this process is…

Probability · Mathematics 2016-08-14 Nathanaël Berestycki , Oded Schramm , Ofer Zeitouni

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

We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…

Probability · Mathematics 2021-11-15 Hubert Lacoin

We consider the simple exclusion process with $k$ particles on a segment of length $N$ performing random walks with transition $p>1/2$ to the right and $q=1-p$ to the left. We focus on the case where the asymmetry in the jump rates…

Probability · Mathematics 2018-06-01 C. Labbé , H. Lacoin

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

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 problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…

Data Structures and Algorithms · Computer Science 2014-12-18 Catherine Greenhill
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