Mixing times are hitting times of large sets

@inproceedings{Peres2011MixingTA,
  title={Mixing times are hitting times of large sets},
  author={Yuval Peres and Perla Sousi},
  year={2011}
}
We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent to the maximum over initial states x and large sets A of the hitting time of A starting from x. We also prove that the first time when averaging over two consecutive time steps is close to stationarity is equivalent to the mixing time of the lazy version of… CONTINUE READING
Highly Cited
This paper has 18 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.

References

Publications referenced by this paper.
Showing 1-9 of 9 references

Mixing times. In Microsurveys in discrete probability (Princeton, NJ, 1997), volume 41 of DIMACS Ser

László Lovász, Peter Winkler
Discrete Math. Theoret. Comput. Sci., • 1998
View 7 Excerpts
Highly Influenced

Wilmer . Markov chains and mixing times

David A. Levin, Yuval Peres, L. Elizabeth
2012

Aldous . Some inequalities for reversible Markov chains

J. David
J . London Math . Soc . • 1982

Stopping times for recurrent Markov processes

J. R. Baxter, R. V. Chacon
Illinois J. Math., • 1976
View 1 Excerpt

Fill . Reversible Markov Chains and Random Walks on Graphs

David Aldous, J.
-1

Similar Papers

Loading similar papers…