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 language | English |
|---|---|
| Pages (from-to) | 541-552 |
| Number of pages | 12 |
| Journal | Canadian Mathematical Bulletin |
| Volume | 64 |
| Issue number | 3 |
| DOIs | |
| State | Published - 14 Aug 2020 |
| Externally published | Yes |
Keywords
- Markov chain
- Mixing time
- Nonstandard analysis
- Nonstandard representation
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