中文

Evolving sets, mixing and heat kernel bounds

概率论 2007-05-23 v2 组合数学

摘要

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 conductance bounds or Cheeger inequalities). We prove that the bounds for mixing time in total variation obtained by Lovasz and Kannan, can be refined to apply to the maximum relative deviation pn(x,y)/π(y)1|p^n(x,y)/\pi(y)-1| of the distribution at time nn from the stationary distribution π\pi. We then extend our results to Markov chains on infinite state spaces and to continuous-time chains. Our approach yields a direct link between isoperimetric inequalities and heat kernel bounds; previously, this link rested on analytic estimates known as Nash inequalities.

关键词

引用

@article{arxiv.math/0305349,
  title  = {Evolving sets, mixing and heat kernel bounds},
  author = {Ben Morris and Yuval Peres},
  journal= {arXiv preprint arXiv:math/0305349},
  year   = {2007}
}

备注

21 pages, 4 figures, to appear in PTRF