![](images/spacer.gif) |
|
|
| | | | | |
|
|
|
|
|
Mixing Time Bounds via the Spectral Profile
|
Sharad Goel, Standford University, USA Ravi Montenegro, University of Massachusetts Lowell, USA Prasad Tetali, Georgia Institute of Technology, USA |
Abstract
On complete, non-compact manifolds and infinite graphs, Faber-Krahn
inequalities have been used to estimate the rate of decay of the heat
kernel. We develop this technique in the setting of finite Markov
chains, proving upper and lower L^{infty} mixing time bounds
via the spectral profile. This approach lets us recover and refine
previous conductance-based bounds of mixing time (including the
Morris-Peres result), and in general leads to sharper estimates of
convergence rates. We apply this method to several models including
groups with moderate growth, the fractal-like Viscek graphs, and
the product group Za x Zb, to obtain
tight bounds on the corresponding mixing times.
|
Full text: PDF
Pages: 1-26
Published on: January 24, 2006
|
Bibliography
- D. Aldous and J. Fill, Reversible Markov chains and random walks on
graphs, Monograph in preparation available on the web at
stat-www.berkeley.edu/users/aldous/RWG/book.html.
- Martin Barlow, Thierry Coulhon, and Alexander Grigor'yan, Manifolds and graphs with slow heat kernel decay, Invent. Math.
144 (2001), 609-649.
MR1833895
- Sergey G. Bobkov and Prasad Tetali, Modified log-Sobolev inequalities in discrete settings, Proc. of the ACM STOC 2003, 2003, pp.287-296.
- T. Coulhon, A. Grigor'yan, and C. Pittet, A geometric approach to
on-diagonal heat kernel lower bound on groups, Ann. Inst. Fourier
51 (2001), 1763-1827.
MR1871289
- E. Carlen, S. Kusuoka, and D. Stroock, Upper bounds for symmetric Markov transition functions, Ann. Inst. H. Poincaré Probab. Statist. 23 (1987), 245-287.
MR0898496
- T. Coulhon, Ultracontractivity and Nash type inequalities, J. Funct. Anal. 141 (1996), 510-539.
MR1418518
- Thierry Coulhon and Laurent Saloff-Coste, Marches aléatoires nonsymétriques sur les groupes unimodulaires, C. R. Acad. Sci. Paris
Sér. I Math. 310 (1990), no. 8, 627-630.
MR1065425
- Thierry Coulhon and Laurent Saloff-Coste,
Puissances d'un opérateur régularisant, Ann. Inst. H.
Poincaré Probab. Statist. 26 (1990), no. 3, 419-436.
MR1066086
- E.B. Davies, Heat kernels and spectral theory, Cambridge University Press, 1990.
MR1103113
- P. Diaconis and L. Saloff-Coste, Moderate growth and random walk on finite groups, Geom. and Funct. Anal. 4 (1994), 1-34.
MR1254308
- Persi Diaconis and Laurent Saloff-Coste, An application of harnack
inequalities to random walk on nilpotent quotients, Proceedings of the
Conference in Honor of Jean-Pierre Kahane (Orsay, 1993), J. Fourier Anal.
Appl., Special Issue, 1995, pp. 189-207.
MR1364885
- P. Diaconis and L. Saloff-Coste, Logarithmic Sobolev inequalities for
finite Markov chains, Ann. Appl. Prob. 6 (1996), 695-750.
MR1410112
- P. Diaconis and L. Saloff-Coste,
Nash inequalities for finite Markov chains, J. Theoret. Probab.
9 (1996), no. 2, 459-510.
MR1385408
- A. Grigor'yan, Heat kernel upper bounds on a complete non-compact manifold, Revista Matemática Iberoamericana 10 (1994), 395-452.
MR1286481
- L. Gross, Logarithmic Sobolev inequalities, Amer. J. Math. 97 (1975), 1061-1083.
MR0420249
- L. Gross, Logarithmic Sobolev inequalities and contractivity properties of semigroups, Lecture Notes in Mathematics, vol. 1563, Springer, 1993.
MR1292277
- L. Lovász and R. Kannan, Faster mixing via average conductance,
Annual ACM Symposium on theory of computing (Atlanta, GA, 1999), ACM, 1999, pp. 282-287.
MR1798047
- R. Latala and K. Oleszkiewicz, Between Sobolev and Poincaré, Geometric Aspects of Functional Analysis,
Lect. Notes in Math., vol. 1745, 2000, pp. 147-168.
MR1796718
- G.F. Lawler and A.D. Sokal, Bounds on the L2 spectrum for Markov chains and Markov processes: a generalization of Cheeger's inequality,
Trans. Amer. Math. Soc. 309 (1988), 557-580.
MR0930082
- Ben Morris and Yuval Peres, Evolving sets, mixing and heat kernel
bounds, Preprint.
MR2120476
- J. Nash, Continuity of solutions of parabolic and elliptic equations, Amer. J. Math. 80 (1958), 931-954.
MR0100158
- Ch. Pittet and L. Saloff-Coste, Isoperimetry, volume growth and random walks, Monograph in preparation.
- Laurent Saloff-Coste, Lectures on finite Markov chains, Lectures on Probability Theory and Statistics (P. Bernard, ed.), Lecture Notes in
Mathematics, vol. 1665, Ecole d'Eté de Probabiltés
de Saint-Flour XXVI, Springer, 1996.
MR1490046
- A.J. Sinclair and M. R. Jerrum, Approximate counting, uniform generation and rapidly mixing Markov chains, Information and Computation 82 (1989), 93-133.
MR1003059
|
|
|
|
|
|
|
| | | | |
Electronic Journal of Probability. ISSN: 1083-6489 |
|