Title of article :
Mixing times for uniformly ergodic Markov chains
Author/Authors :
Aldous، نويسنده , , David and Lovلsz، نويسنده , , Lلszlَ and Winkler، نويسنده , , Peter، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
Consider the class of discrete time, general state space Markov chains which satisfy 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 areas of Markov theory which are rarely connected: the potential-theoretical characterization of optimal stopping times, the theory of stability and convergence to stationarity for general-state chains, and the theory surrounding mixing times for finite-state chains.
Keywords :
Mixing time , Markov chain , randomized algorithm , Stopping time , Minorization
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications