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Related papers: Duality and evolving set bounds on mixing times

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We show that a new probabilistic technique, recently introduced by the first author, yields the sharpest bounds obtained to date on mixing times of Markov chains in terms of isoperimetric properties of the state space (also known as…

Probability · Mathematics 2007-05-23 Ben Morris , Yuval Peres

Isoperimetric inequalities form a very intuitive yet powerful characterization of the connectedness of a state space, that has proven successful in obtaining convergence bounds. Since the seventies they form an essential tool in…

Discrete Mathematics · Computer Science 2017-11-17 Simon Apers , Alain Sarlette , Francesco Ticozzi

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

In order to investigate the evolutionary process of many deterministic Dynamical systems with unfixed parameter, a set of dynamical models with parameter changing continuously and the accumulation of this change might be large is introduced…

comp-gas · Physics 2008-02-03 H. P. Fang

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

We provide new upper bounds for mixing times of general finite Markov chains. We use these bounds to show that the total variation mixing time is robust under rough isometry for bounded degree graphs that are roughly isometric to trees.

Probability · Mathematics 2017-12-06 Louigi Addario-Berry , Matthew I. Roberts

On complete, non-compact manifolds and infinite graphs, Faber-Krahn inequalities have been used to estimate the rate of decay of the heat kernel. We develop this technique in the setting of finite Markov chains, proving upper and lower…

Probability · Mathematics 2007-05-23 Sharad Goel , Ravi Montenegro , Prasad Tetali

We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…

Chaotic Dynamics · Physics 2011-12-13 Taichi Haruna , Kohei Nakajima

We consider skew extensions of expanding maps by compact Lie groups. For a class of natural invariant measures, we prove an explicit lower bound on the rate of (exponential) mixing involving topological pressure. Proof uses representation…

Dynamical Systems · Mathematics 2011-04-12 Frédéric Naud

This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered. The review also considers the methods for…

Econometrics · Economics 2022-07-19 Anton Skrobotov

We study the discrete-time evolution of a transformation on a set of probability measures that is up-dated combining independently the marginals on the atoms of partitions. This model was recently introduced in Baake, Baake and Salamat…

Probability · Mathematics 2016-04-19 Servet Martinez

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

Consider a system $X = ((x_\xi(t)), \xi \in \Omega_N)_{t \geq 0}$ of interacting Fleming-Viot diffusions with mutation and selection which is a strong Markov process with continuous paths and state space $(\CP(\I))^{\Omega_N}$, where $\I$…

Probability · Mathematics 2011-04-07 Donald A. Dawson , Andreas Greven

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

Using the combinatorial properties of subsets of integers, a classification of metric dynamical systems was given in [V. Bergelson and T. Downarowicz, Large sets of integers and hierarchy of mixing properties of measure-preserving systems,…

Dynamical Systems · Mathematics 2017-10-06 Dawoud Ahmadi Dastjerdi , Maliheh Dabbaghian Amiri

It has previously been hypothesized, and supported with some experimental evidence, that deeper representations, when well trained, tend to do a better job at disentangling the underlying factors of variation. We study the following related…

Machine Learning · Computer Science 2012-07-19 Yoshua Bengio , Grégoire Mesnil , Yann Dauphin , Salah Rifai

In this paper, several fundamental facts, especially the existence and uniqueness of an absolutely continuous ergodic measure with an exponential mixing rate, are derived for smooth expanding circle maps. Although the results are classical,…

Dynamical Systems · Mathematics 2013-03-12 Henri Sulku

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

Probability · Mathematics 2018-02-13 Benoît Kloeckner

In two nearby atoms, the dipole-dipole interaction can couple transitions with orthogonal dipole moments. This orthogonal coupling accounts for a number of interesting effects, but strongly depends on the geometry of the setup. Here, we…

Quantum Physics · Physics 2009-11-13 S. I. Schmid , J. Evers

We establish a new criterion for exponential mixing of random dynamical systems. Our criterion is applicable to a wide range of systems, including in particular dispersive equations. Its verification is in nature related to several topics,…

Analysis of PDEs · Mathematics 2024-07-23 Ziyu Liu , Dongyi Wei , Shengquan Xiang , Zhifei Zhang , Jia-Cheng Zhao
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