Mixing times are hitting times of large sets

Mixing times are hitting times of large sets

Probability Seminar
Sep 21, 2011, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Perla Sousi, University of Cambridge
We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. In this talk, we relate them by showing that the mixing time of the lazy chain is equivalent to the maximum over initial states x and large sets A of the hitting time of A starting from x. As an application, we show that the mixing time on...