Open Access
2005 Bounding Fastest Mixing
Sébastien Roch
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Electron. Commun. Probab. 10: 282-296 (2005). DOI: 10.1214/ECP.v10-1169


In a recent work, Boyd, Diaconis and Xiao introduced a semidefinite programming approach for computing the fastest mixing Markov chain on a graph of allowed transitions, given a target stationary distribution. In this paper, we show that standard mixing time analysis techniques—variational characterizations, conductance, canonical paths—can be used to give simple, nontrivial lower and upper bounds on the fastest mixing time. To test the applicability of this idea, we consider several detailed examples including the Glauber dynamics of the Ising model.


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Sébastien Roch. "Bounding Fastest Mixing." Electron. Commun. Probab. 10 282 - 296, 2005.


Accepted: 29 December 2005; Published: 2005
First available in Project Euclid: 4 June 2016

zbMATH: 1111.60056
MathSciNet: MR2198603
Digital Object Identifier: 10.1214/ECP.v10-1169

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