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Mixing and average mixing times for general Markov processes

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)541-552
Number of pages12
JournalCanadian Mathematical Bulletin
Volume64
Issue number3
DOIs
StatePublished - 14 Aug 2020
Externally publishedYes

Keywords

  • Markov chain
  • Mixing time
  • Nonstandard analysis
  • Nonstandard representation

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