Analysis of a non-reversible Markov chain speedup by a single edge
Abstract
We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of $n$ vertices and a Markov chain with a drift is introduced, we get mixing time of $O(n^{3/2})$ with probability bounded away from 0. If only one of the two modifications were performed, the mixing time would stay $\Omega(n^2)$.
- Publication:
-
arXiv e-prints
- Pub Date:
- May 2019
- arXiv:
- arXiv:1905.03223
- Bibcode:
- 2019arXiv190503223G
- Keywords:
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- Mathematics - Probability;
- 60J10;
- 37A25
- E-Print:
- 15 pages, 5 figures