Markov chain comparison
摘要
This is an expository paper, focussing on the following scenario. We have two Markov chains, and . By some means, we have obtained a bound on the mixing time of . We wish to compare with in order to derive a corresponding bound on the mixing time of . We investigate the application of the comparison method of Diaconis and Saloff-Coste to this scenario, giving a number of theorems which characterize the applicability of the method. We focus particularly on the case in which the chains are not reversible. The purpose of the paper is to provide a catalogue of theorems which can be easily applied to bound mixing times.
关键词
引用
@article{arxiv.math/0410331,
title = {Markov chain comparison},
author = {Martin Dyer and Leslie Ann Goldberg and Mark Jerrum and Russell Martin},
journal= {arXiv preprint arXiv:math/0410331},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/154957806000000041 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)