Mixing and average mixing times for general Markov processes
Canadian mathematical bulletin, Tome 64 (2021) no. 3, pp. 541-552
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Yuval Peres and Perla Sousi showed that the mixing times and average mixing times of reversible Markov chains on finite state spaces are equal up to some universal multiplicative constant. We use tools from nonstandard analysis to extend this result to reversible Markov chains on compact state spaces that satisfy the strong Feller property.
Mots-clés :
Markov chain, mixing time, nonstandard analysis, nonstandard representation
Anderson, Robert M.; Duanmu, Haosui; Smith, Aaron. Mixing and average mixing times for general Markov processes. Canadian mathematical bulletin, Tome 64 (2021) no. 3, pp. 541-552. doi: 10.4153/S0008439520000636
@article{10_4153_S0008439520000636,
author = {Anderson, Robert M. and Duanmu, Haosui and Smith, Aaron},
title = {Mixing and average mixing times for general {Markov} processes},
journal = {Canadian mathematical bulletin},
pages = {541--552},
year = {2021},
volume = {64},
number = {3},
doi = {10.4153/S0008439520000636},
url = {http://geodesic.mathdoc.fr/articles/10.4153/S0008439520000636/}
}
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