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Mixing and average mixing times for general Markov processes
Canadian Mathematical Bulletin ( IF 0.5 ) Pub Date : 2020-08-14 , DOI: 10.4153/s0008439520000636
Robert M. Anderson , Haosui Duanmu , Aaron Smith

Yuval Peres and Perla Sousi showed that the mixing times and average mixing times of reversible Markov chains on finite state spaces are equal up to some universal multiplicative constant. We use tools from nonstandard analysis to extend this result to reversible Markov chains on compact state spaces that satisfy the strong Feller property.



中文翻译:

一般马尔可夫过程的混合和平均混合时间

Yuval Peres 和 Perla Sousi 表明,有限状态空间上可逆马尔可夫链的混合时间和平均混合时间等于某个通用乘法常数。我们使用来自非标准分析的工具将这个结果扩展到满足强 Feller 属性的紧凑状态空间上的可逆马尔可夫链。

更新日期:2020-08-14
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