• Title of article

    Mixing times for uniformly ergodic Markov chains

  • Author/Authors

    Aldous، نويسنده , , David and Lovلsz، نويسنده , , Lلszlَ and Winkler، نويسنده , , Peter، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    21
  • From page
    165
  • To page
    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
    Mixing time , Markov chain , randomized algorithm , Stopping time , Minorization
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1997
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576170