We provide new upper bounds for mixing times of general finite Markov chains. We use these bounds to show that the total variation mixing time is robust under rough isometry for bounded degree graphs that are roughly isometric to trees.
Returning to mixing times, Oliveira @cite_7 and independently Peres and Sousi @cite_6 showed that for reversible chains, not only does hold, but in fact @math for any @math . Peres and Sousi then used this equivalence to show that if @math and @math are two lazy reversible Markov chains on the same tree @math with conductances bounded above and below by some strictly positive constants, then Our Theorem yields another simple proof of ): see Corollary . The equivalence @math in the more delicate case @math was later established by @cite_4 .
@cite_4 @cite_6 @cite_7
1985980054 2889042315 1650189925 1593631888
Let @math . We show that that the mixing time of a continuous-time Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of the state space with stationary measure @math . Suitably modified results hold in discrete time and or without the reversibility assumption. The key technical tool in the proof is the construction of random set @math such that the hitting time of @math is a light-tailed stationary time for the chain. We note that essentially the same results were obtained independently by Peres and Sousi. Oliveira conjectured that the order of the mixing time of the exclusion process with @math -particles on an arbitrary @math -vertex graph is at most that of the mixing-time of @math independent particles. We verify this up to a constant factor for @math -regular graphs when each edge rings at rate @math in various cases: (1) when @math or (2) when @math the spectral-gap of a single walk is @math and @math or (3) when @math for some constant @math . In these cases our analysis yields a probabilistic proof of a weaker version of Aldous' famous spectral-gap conjecture (resolved by ). We also prove a general bound which is at worst @math , which is within a @math factor from Oliveira's conjecture when @math . As applications we get new mixing bounds: (a) @math for expanders, (b) order @math for the hypercube @math and (c) order @math for vertex-transitive graphs of moderate growth and for supercritical percolation on a fixed dimensional torus. This is an expository paper, focussing on the following scenario. We have two Markov chains, M and M'. By some means, we have obtained a bound on the mixing time of M'. We wish to compare M with M' in order to derive a corresponding bound on the mixing time of M. 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. Consider a sequence of continuous-time irreducible reversible Markov chains and a sequence of initial distributions, @math . The sequence is said to exhibit @math -cutoff if the convergence to stationarity in total variation distance is abrupt, w.r.t. this sequence of initial distributions. In this work we give a characterization of @math -cutoff for an arbitrary sequence of initial distributions @math (in the above setup). Our characterization is expressed in terms of hitting times of sets which are "worst" w.r.t. @math . Consider a Markov chain on @math whose stationary distribution in @math . Let @math be the expected hitting time of the worst set of size at least @math . It was recently proved by Peres and Sousi and independently by Oliveira that @math captures the order of the mixing time. In this work we further refine this connection and show that @math -cutoff can be characterized in terms of concentration of hitting times (starting from @math ) of sets which are worst in expectation w.r.t. @math . Conversely, we construct a counter-example which demonstrates that in general cutoff (as opposed to cutoff w.r.t. a certain sequence of initial distributions) cannot be characterized in this manner. Finally, we also prove that there exists an absolute constant @math such that for every Markov chain @math , for all @math , where @math is the inverse of the spectral gap of the chain.