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arXiv 2104.03568math.PR
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置换马尔可夫链的截断

Cutoff for permuted Markov chains

Anna Ben-Hamou, Yuval Peres

摘要:

令$P$是大小为$n$的双随机矩阵,并且令$Π$是大小为$n$的置换矩阵。本文研究了转移阵由$Q=PΠ$给出的马氏链的混合时间。换句话说,该链在由$P$控制的随机步骤和由$Π$控制的确定性步骤之间交替。我们表明,如果排列$Π$是随机均匀选择,那么在温和的假设下,$P$,具有高概率,链$Q$表现出截止时间$\frac{\log n}{\mathbf{h}}$,其中$\mathbf{h}$是$P$的熵率。此外,对于确定性排列,我们改进了Chatterjee和Diaconis(2020)获得的混合时间的上限。

英文摘要:

Let $P$ be a bistochastic matrix of size $n$, and let $Π$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=PΠ$. In other words, the chain alternates between random steps governed by $P$ and deterministic steps governed by $Π$. We show that if the permutation $Π$ is chosen uniformly at random, then under mild assumptions on $P$, with high probability, the chain $Q$ exhibits cutoff at time $\frac{\log n}{\mathbf{h}}$, where $\mathbf{h}$ is the entropic rate of $P$. Moreover, for deterministic permutations, we improve the upper bound on the mixing time obtained by Chatterjee and Diaconis (2020).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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