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 Electronic Journal of Probability > Vol. 12 (2007) > Paper 10 open journal systems 


Robust Mixing

Murali Ganapathy, Google Inc


Abstract
In this paper, we develop a new "robust mixing" framework for reasoning about adversarially modified Markov Chains (AMMC). Let P be the transition matrix of an irreducible Markov Chain with stationary distribution π. An adversary announces a sequence of stochastic matrices {At}{t>0} satisfying πAt = π. An AMMC process involves an application of P followed by At at time t. The robust mixing time of an ergodic Markov Chain P is the supremum over all adversarial strategies of the mixing time of the corresponding AMMC process. Applications include estimating the mixing times for certain non-Markovian processes and for reversible liftings of Markov Chains.

Non-Markovian card shuffling processes: The random-to-cyclic transposition process is a non-Markovian card shuffling process, which at time t, exchanges the card at position Lt := t mod n with a random card. Mossel, Peres and Sinclair (2004) showed a lower bound of (0.0345+o(1))n*log(n) for the mixing time of the random-to-cyclic transposition process. They also considered a generalization of this process where the choice of Lt is adversarial, and proved an upper bound of C n*log(n) + O(n) (with C ≅ 4*105) on the mixing time. We reduce the constant to 1 by showing that the random-to-top transposition chain (a Markov Chain) has robust mixing time ≤ n*log(n) + O(n) when the adversarial strategies are limited to holomorphic strategies, i.e. those strategies which preserve the symmetry of the underlying Markov Chain. We also show a O(n*log2(n)) bound on the robust mixing time of the lazy random-to-top transposition chain when the adversary is not limited to holomorphic strategies.

Reversible liftings: Chen, Lovász and Pak showed that for a reversible ergodic Markov Chain P, any reversible lifting Q of P must satisfy T(P) ≤ T(Q)*log(1/π*) where π* is the minimum stationary probability. Looking at a specific adversarial strategy allows us to show that T(Q) ≥ r(P) where r(P) is the relaxation time of P. This gives an alternate proof of the reversible lifting result and helps identify cases where reversible liftings cannot improve the mixing time by more than a constant factor.




Full text: PDF

Pages: 262-299

Published on: March 26, 2007


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Electronic Journal of Probability. ISSN: 1083-6489