Publication:

Elementary bounds on mixing times for decomposable Markov chains

Loading...
Thumbnail Image

Date

2017-09

Journal Title

Journal ISSN

Volume Title

Publisher

Elsevier BV
The Harvard community has made this article openly available. Please share how this access benefits you.

Research Projects

Organizational Units

Journal Issue

Citation

Pillai, Natesh, Aaron Smith. "Elementary bounds on mixing times for decomposable Markov chains." Stochastic Processes and their Applications 127, no. 9 (2017): 3068-3109. DOI: 10.1016/j.spa.2017.02.002

Abstract

Many finite-state reversible Markov chains can be naturally decomposed into “projection” and “restriction” chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties of these related chains. This paper is in the tradition of existing bounds on Poincar ́e and log-Sobolev constants of Markov chains in terms of similar decompositions [JSTV04, MR02, MR06, MY09]. Our proofs are simple, relying largely on recent results relating hitting and mixing times of reversible Markov chains [PS13, Oli12]. We describe situations in which our results give substantially better bounds than those obtained by applying existing decomposition results and provide examples for illustration.

Description

Other Available Sources

Research Data

Keywords

Applied Mathematics, Modeling and Simulation, Statistics and Probability

Terms of Use

This article is made available under the terms and conditions applicable to Open Access Policy Articles (OAP), as set forth at Terms of Service

Endorsement

Review

Supplemented By

Related Stories