Mixing and average mixing times for general Markov processes
نویسندگان
چکیده
منابع مشابه
Markov Chains and Mixing Times
This paper introduces the idea of a Markov chain, a random process which is independent of all states but its current one. We analyse some basic properties of such processes, introduce the notion of a stationary distribution, and examine methods of bounding the time it takes to become close to such a distribution.
متن کاملMarkov chains and mixing times
For our purposes, a Markov chain is a (finite or countable) collection of states S and transition probabilities pij, where i, j ∈ S. We write P = [pij] for the matrix of transition probabilities. Elements of S can be interpreted as various possible states of whatever system we are interested in studying, and pij represents the probability that the system is in state j at time n+ 1, if it is sta...
متن کاملMarkov Chains and Mixing Times
Titles in this series are co-published with the Mathematical Sciences Research Institute (MSRI).
متن کاملMixing Times for Uniformly Ergodic Markov Chains
Consider the class of discrete time, general state space Markov chains which satist)' a "'uniform ergodicity under sampling" condition. There are many ways to quantify the notion of "mixing time", i.e., time to approach stationarity from a worst initial state. We prove results asserting equivalence (up to universal constants) of different quantifications of mixing time. This work combines three...
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ژورنال
عنوان ژورنال: Canadian Mathematical Bulletin
سال: 2020
ISSN: 0008-4395,1496-4287
DOI: 10.4153/s0008439520000636