Evolving sets, mixing and heat kernel bounds

被引:76
作者
Morris, B
Peres, Y
机构
[1] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[2] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
关键词
D O I
10.1007/s00440-005-0434-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show that a new probabilistic technique, recently introduced by the first author, yields the sharpest bounds obtained to date on mixing times of Markov chains in terms of isoperimetric properties of the state space (also known as conductance bounds or Cheeger inequalities). We prove that the bounds for mixing time in total variation obtained by Lovasz and Kannan, can be refined to apply to the maximum relative deviation vertical bar p(n)(x,y)/pi(y)-1 vertical bar of the distribution at time n from the stationary distribution pi. We then extend our results to Markov chains on infinite state spaces and to continuous-time chains. Our approach yields a direct link between isoperimetric inequalities and heat kernel bounds; previously, this link rested on analytic estimates known as Nash inequalities.
引用
收藏
页码:245 / 266
页数:22
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