Related papers: Mixing time of a matrix random walk generated by e…

We consider irreducible Markov chains on a finite state space. We show that the mixing time of any such chain is equivalent to the maximum, over initial states $x$ and moving large sets $(A_s)_s$, of the hitting time of $(A_s)_s$ starting…

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…

We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a…

We analyze a Markov chain, known as the product replacement chain, on the set of generating $n$-tuples of a fixed finite group $G$. We show that as $n \rightarrow \infty$, the total-variation mixing time of the chain has a cutoff at time…

We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…

Let $(X, Y) = (X_n, Y_n)_{n \geq 1}$ be the output process generated by a hidden chain $Z = (Z_n)_{n \geq 1}$, where $Z$ is a finite state, aperiodic, time homogeneous, and irreducible Markov chain. Let $LC_n$ be the length of the longest…

"Small worlds" are large systems in which any given node has only a few connections to other points, but possessing the property that all pairs of points are connected by a short path, typically logarithmic in the number of nodes. The use…

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…

This paper originally showed a lower bound on mixing time for a non-reversible Markov chain in terms of its largest non-trivial eigenvalue, and used this to re-derive some generalizations of results of Fan Chung. However, the paper has been…

We analyse a random walk on the ring of integers mod $n$, which at each time point can make an additive `step' or a multiplicative `jump'. When the probability of making a jump tends to zero as an appropriate power of $n$ we prove the…

Sampling permutations from S_n is a fundamental problem from probability theory. The nearest neighbor transposition chain \cal{M}}_{nn} is known to converge in time \Theta(n^3 \log n) in the uniform case and time \Theta(n^2) in the constant…

We consider directed graphs where each edge is labeled with an integer weight and study the fundamental algorithmic question of computing the value of a cycle with minimum mean weight. Our contributions are twofold: (1) First we show that…

The best known lower and upper bounds on the mixing time for the random-to-random insertions shuffle are $(1/2-o(1))n\log n$ and $(2+o(1))n\log n$. A long standing open problem is to prove that the mixing time exhibits a cutoff. In…

We investigate the Langevin dynamics for Wigner matrices with a spherical spike, in the regime where the signal-to-noise ratio $\theta$ is large, but order one. For large, order-$1$, signal-to-noise, the (worst-case) mixing time undergoes a…

We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

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…

In this note, we demonstrate an instance of bounded-degree graphs of size $n$, for which the total variation mixing time for the random walk is decreased by a factor of $\log n/ \log\log n$ if we multiply the edge-conductances by bounded…

Eppstein and Frishberg recently proved that the mixing time for the simple random walk on the $1$-skeleton of the associahedron is $O(n^3\log^3 n)$. We obtain similar rapid mixing results for the simple random walks on the $1$-skeleta of…