Note on the knapsack Markov chain

Matthias Löwe and Christian Meise

Stochastic Processes and their Applications, 2001, vol. 94, issue 1, 155-170

Abstract: We show that for sufficiently large knapsacks the associated Markov chain on the state space of the admissible packings of the knapsack is rapidly mixing. Our condition basically states that at least half of all items should fit into the knapsack. This is much weaker than the condition assumed by Saloff-Coste (1997).

Keywords: Markov; chains; Spectral; estimates (search for similar items in EconPapers)
Date: 2001
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