Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark and Martin, R. (2004) Markov chain comparison. University of Warwick. Department of Computer Science. (Department of Computer Science Research Report). (Unpublished)

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Abstract

This is an expository paper, focussing on the following scenario. We have two Markov chains, M and M'. By some means, we have obtained a bound on the mixing time of M'. We wish to compare M with M' in order to derive a corresponding bound on the mixing time of M. We investigate the application of the comparison method of Diaconis and Saloff-Coste to this scenario, giving a number of theorems which characterize the applicability of the method. We focus particularly on the case in which the chains are not reversible. The purpose of the paper is to provide a catalogue of theorems which can be easily applied to bound mixing times.

Item Type:	Report
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Computer Science
Library of Congress Subject Headings (LCSH):	Markov processes, Algorithms
Series Name:	Department of Computer Science Research Report
Publisher:	University of Warwick. Department of Computer Science
Official Date:	2004
Dates:	Date Event 2004 Completion
Number:	Number 406
Number of Pages:	19
DOI:	CS-RR-406
Institution:	University of Warwick
Theses Department:	Department of Computer Science
Status:	Not Peer Reviewed
Publication Status:	Unpublished
Funder:	Engineering and Physical Sciences Research Council (EPSRC)
Related URLs:	Organisation

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