Mixing times for uniformly ergodic Markov chains

David Aldous, László Lovász and Peter Winkler

Stochastic Processes and their Applications, 1997, vol. 71, issue 2, 165-185

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: Markov; chain; Minorization; Mixing; time; Randomized; algorithm; Stopping; time (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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