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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…

概率论 · 数学 2013-10-31 Daniel Jerison

We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain $M$ on a state space $\Omega$ with stationary distribution $\pi$ and a monotone set $A \subset \Omega$. We consider the chain…

概率论 · 数学 2013-12-03 Jian Ding , Elchanan Mossel

We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…

概率论 · 数学 2025-12-18 Attila Lovas , Miklós Rásonyi , Lionel Truquet

We study the mixing time of the Rook's Walk Markov chain on a $d$-dimensional chess board of side length $n\geq 3$, where a rook moves by first selecting an axis uniformly at random and then selecting a new position along that axis…

概率论 · 数学 2026-04-10 Jonatan Kaare-Rasmussen

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the…

概率论 · 数学 2015-05-14 Alexandre Gaudilliere , Julien Reygner

We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…

概率论 · 数学 2010-12-08 J. -R. Chazottes , F. Redig

We prove that any Markov chain that performs local, reversible updates on randomly chosen vertices of a bounded-degree graph necessarily has mixing time at least $\Omega(n\log n)$, where $n$ is the number of vertices. Our bound applies to…

概率论 · 数学 2009-09-29 Thomas P. Hayes , Alistair Sinclair

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…

概率论 · 数学 2018-05-15 Yuval Peres , Ryokichi Tanaka , Alex Zhai

We present a coupling framework to upper bound the total variation mixing time of various Metropolis-adjusted, gradient-based Markov kernels in the `high acceptance regime'. The approach uses a localization argument to boost local mixing of…

概率论 · 数学 2024-06-24 Nawaf Bou-Rabee , Stefan Oberdörster

We show that for any semi-random transposition shuffle on $n$ cards, the mixing time of any given $k$ cards is at most $n\log k$, provided $k=o((n/\log n)^{1/2})$. In the case of the top-to-random transposition shuffle we show that there is…

概率论 · 数学 2013-02-12 Richard Pymar

We study Markov chains which model genome rearrangements. These models are useful for studying the equilibrium distribution of chromosomal lengths, and are used in methods for estimating genomic distances. The primary Markov chain studied…

概率论 · 数学 2007-10-25 Nayantara Bhatnagar , Pietro Caputo , Prasad Tetali , Eric Vigoda

In this study, we investigate the performance of the Metropolis-adjusted Langevin algorithm in a setting with constraints on the support of the target distribution. We provide a rigorous analysis of the resulting Markov chain, establishing…

统计计算 · 统计学 2023-05-16 Jinyuan Chang , Cheng Yong Tang , Yuanzheng Zhu

Considering a Markov chain defined on a cycle, near-quadratic improvement of mixing is shown when only a subtle perturbation is introduced to the structure and non-reversible transition probabilities are used. More precisely, a mixing time…

概率论 · 数学 2024-11-12 Shi Feng , Balázs Gerencsér

Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…

概率论 · 数学 2021-11-17 Nicos Georgiou , Enrico Scalas

For general spin systems, we prove that a contractive coupling for any local Markov chain implies optimal bounds on the mixing time and the modified log-Sobolev constant for a large class of Markov chains including the Glauber dynamics,…

The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…

数据结构与算法 · 计算机科学 2014-12-18 Catherine Greenhill

The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…

量子物理 · 物理学 2022-09-14 Shantanav Chakraborty , Kyle Luh , Jérémie Roland

Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…

概率论 · 数学 2021-06-17 Anna Ben-Hamou , Yuval Peres

We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.

概率论 · 数学 2009-10-16 Yevgeniy Kovchegov

We provide a coupling proof that the transposition shuffle on a deck of n cards is mixing of rate Cn(log{n}) with a moderate constant, C. This rate was determined by Diaconis and Shahshahani, but the question of a natural probabilistic…

概率论 · 数学 2011-09-16 Robert Burton , Yevgeniy Kovchegov