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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

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Probability · Mathematics 2022-05-04 Iddo Ben-Ari , Behrang Forghani

By viewing the $N$-simplex as the set of positions of $N-1$ ordered particles on the unit interval, the adjacent walk is the continuous time Markov chain obtained by updating independently at rate 1 the position of each particle with a…

Probability · Mathematics 2020-11-16 Pietro Caputo , Cyril Labbé , Hubert Lacoin

Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…

Probability · Mathematics 2021-06-17 Anna Ben-Hamou , Yuval Peres

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general…

Statistics Theory · Mathematics 2022-08-17 Geoffrey Wolfer , Aryeh Kontorovich

This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Markov chains arises naturally as a projection under the KL…

Probability · Mathematics 2025-07-22 Michael C. H. Choi , Max Hird , Youjia Wang

We study the mixing time of a non-Markovian process, the step-reinforced random walk (SRRW) on a finite group. This process differs from a classical random walk in that at each integer time, with probability $\alpha$ the next step is chosen…

Probability · Mathematics 2026-04-29 Yuval Peres , Shuo Qin

In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…

Data Structures and Algorithms · Computer Science 2015-12-11 Christina E. Lee , Asuman Ozdaglar , Devavrat Shah

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

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 prove rapid mixing for certain Markov chains on the set $S_n$ of permutations on $1,2,\dots,n$ in which adjacent transpositions are made with probabilities that depend on the items being transposed. Typically, when in state $\sigma$, a…

Data Structures and Algorithms · Computer Science 2018-01-12 Shahrzad Haddadan , Peter Winkler

We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…

Probability · Mathematics 2025-01-07 Sourav Chatterjee

We study regular graphs in which the random walks starting from a positive fraction of vertices have small mixing time. We prove that any such graph is virtually an expander and has no small separator. This answers a question of Pak [SODA,…

Combinatorics · Mathematics 2024-02-09 Debsoumya Chakraborti , Jaehoon Kim , Jinha Kim , Minki Kim , Hong Liu

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

Monotonic surfaces spanning finite regions of $Z^d$ arise in many contexts, including DNA-based self-assembly, card-shuffling and lozenge tilings. One method that has been used to uniformly generate these surfaces is a Markov chain that…

Data Structures and Algorithms · Computer Science 2020-09-16 Sam Greenberg , Dana Randall , Amanda Pascoe Streib

In a series of recent works, Boyd, Diaconis, and their co-authors have introduced a semidefinite programming approach for computing the fastest mixing Markov chain on a graph of allowed transitions, given a target stationary distribution.…

Probability · Mathematics 2011-09-07 S. Roch

We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on…

Probability · Mathematics 2023-09-13 Geoffrey Wolfer

The mixing time of a random walk, with or without backtracking, on a random graph generated according to the configuration model on $n$ vertices, is known to be of order $\log n$. In this paper we investigate what happens when the random…

Probability · Mathematics 2018-01-16 Luca Avena , Hakan Guldas , Remco van der Hofstad , Frank den Hollander

This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…

Probability · Mathematics 2014-07-29 Yves Atchadé , Yizao Wang

A $k$-height on a graph $G=(V, E)$ is an assignment $V\to\{0, \ldots, k\}$ such that the value on ajacent vertices differs by at most $1$. We study the Markov chain on $k$-heights that in each step selects a vertex at random, and, if…

Discrete Mathematics · Computer Science 2024-10-14 Stefan Felsner , Daniel Heldt , Sandro Roch , Peter Winkler