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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

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 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

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

The mixing time of an ergodic, reversible Markov chain can be bounded in terms of the eigenvalues of the chain: specifically, the second-largest eigenvalue and the smallest eigenvalue. It has become standard to focus only on the…

Combinatorics · Mathematics 2013-01-22 Catherine Greenhill

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 is an expository paper, focussing on the following scenario. We have two Markov chains, $\mathcal {M}$ and $\mathcal {M}'$. By some means, we have obtained a bound on the mixing time of $\mathcal {M}'$. We wish to compare $\mathcal…

Probability · Mathematics 2007-05-23 Martin Dyer , Leslie Ann Goldberg , Mark Jerrum , Russell Martin

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 give a bound on the mixing time of a uniformly ergodic, reversible Markov chain in terms of the spectral radius of the transition operator. This bound has been established previously in finite state spaces, and is widely believed to hold…

Probability · Mathematics 2014-05-02 Dawn B. Woodard

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

The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…

Combinatorics · Mathematics 2011-10-17 Catherine Greenhill

By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…

Probability · Mathematics 2021-11-22 Elizabeth L. Wilmer

We provide a general framework for computing upper bounds on mixing times of finite Markov chains when its minimal ideal is left zero. Our analysis is based on combining results by Brown and Diaconis with our previous work on stationary…

Probability · Mathematics 2023-01-04 John Rhodes , Anne Schilling

Suppose X and Y are two independent irreducible Markov chains on n states. We consider the intersection time, which is the first time their trajectories intersect. We show for reversible and lazy chains that the total variation mixing time…

Probability · Mathematics 2014-12-30 Yuval Peres , Thomas Sauerwald , Perla Sousi , Alexandre Stauffer

This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time $t_{\text{mix}}$ of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from…

Machine Learning · Computer Science 2015-11-04 Daniel Hsu , Aryeh Kontorovich , Csaba Szepesvári

This paper will provide several classes of strictly stationary, countable-state, irreducible, aperiodic Markov chains that are reversible and have finite second moments, such that the central limit theorem fails to hold. The main purpose is…

Probability · Mathematics 2026-03-11 Richard C. Bradley

We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…

Probability · Mathematics 2025-11-05 Muhammad Abdullah Naeem

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…

Probability · Mathematics 2024-02-07 Bastien Dubail

The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…

Data Structures and Algorithms · Computer Science 2020-02-07 Vedat Levi Alev , Lap Chi Lau

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
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