Mixing times

@inproceedings{Lovsz1997MixingT,
  title={Mixing times},
  author={L{\'a}szl{\'o} Lov{\'a}sz and Peter Winkler},
  booktitle={Microsurveys in Discrete Probability},
  year={1997}
}
The critical issue in the complexity of Markov chain sampling techniques has been \mixing time", the number of steps of the chain needed to reach its stationary distribution. It turns out that there are many ways to deene mixing time|more than a dozen are considered here|but they fall into a small number of classes. The parameters in each class lie within constant multiples of one another, independent of the chain. Furthermore, there are interesting connections between these classes related to… CONTINUE READING

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