Mixing times are hitting times of large sets

Details Mixing times are hitting times of large sets Mixing times are hitting times of large sets

2011-07-31

arxiv.org/abs/1108.0133v2

Mathematics

Probability

Scientific paper

We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent to the maximum over initial states x and large sets A of the hitting time of A starting from x. We also prove that the first time when averaging over two consecutive time steps is close to stationarity is equivalent to the mixing time of the lazy version of the chain.

Affiliated with

Also associated with

No associations

Rating

Mixing times are hitting times of large sets does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Mixing times are hitting times of large sets, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Mixing times are hitting times of large sets will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-702533