Title of article
Markov chain mixing time on cycles
Author/Authors
Gerencsér، نويسنده , , Balلzs، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
18
From page
2553
To page
2570
Abstract
Mixing time quantifies the convergence speed of a Markov chain to the stationary distribution. It is an important quantity related to the performance of MCMC sampling. It is known that the mixing time of a reversible chain can be significantly improved by lifting, resulting in an irreversible chain, while changing the topology of the chain. We supplement this result by showing that if the connectivity graph of a Markov chain is a cycle, then there is an Ω ( n 2 ) lower bound for the mixing time. This is the same order of magnitude that is known for reversible chains on the cycle.
Keywords
cycle , Non-reversible , Mixing time , Markov chain
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578462
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