| Título: | Robust Mixing |
| Autores: | Ganapathy, Murali; Google Inc |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Markov Chains, Robust mixing time, Reversible lifting, random-to-cyclic transposition, non-Markovian processes 60J10, 62M09, 62M15 |
| Descripción: | In this paper, we develop a new "robust mixing" framework for reasoning about adversarially modified Markov Chains (AMMC). Let $\mathbb{P}$ be the transition matrix of an irreducible Markov Chain with stationary distribution $\pi$. An adversary announces a sequence of stochastic matrices $\{\mathbb{A}_t\}_{t > 0}$ satisfying $\pi\mathbb{A}_t = \pi$. An AMMC process involves an application of $\mathbb{P}$ followed by $\mathbb{A}_t$ at time $t$. The robust mixing time of an ergodic Markov Chain $\mathbb{P}$ is the supremum over all adversarial strategies of the mixing time of the corresponding AMMC process. Applications include estimating the mixing times for certain non-Markovian processes and for reversible liftings of Markov Chains.Non-Markovian card shuffling processes: The random-to-cyclic transposition process is a non-Markovian card shuffling process, which at time $t$, exchanges the card at position $L_t := t {\pmod n}$ with a random card. Mossel, Peres and Sinclair (2004) showed a lower bound of $(0.0345+o(1))n\log n$ for the mixing time of the random-to-cyclic transposition process. They also considered a generalization of this process where the choice of $L_t$ is adversarial, and proved an upper bound of $C n\log n + O(n)$ (with $C \approx 4\times 10^5$) on the mixing time. We reduce the constant to $1$ by showing that the random-to-top transposition chain (a Markov Chain) has robust mixing time $\leq n\log n + O(n)$ when the adversarial strategies are limited to holomorphic strategies, i.e. those strategies which preserve the symmetry of the underlying Markov Chain. We also show a $O(n\log^2 n)$ bound on the robust mixing time of the lazy random-to-top transposition chain when the adversary is not limited to holomorphic strategies.Reversible liftings: Chen, Lovasz and Pak showed that for a reversible ergodic Markov Chain $\mathbb{P}$, any reversible lifting $\mathbb{Q}$ of $\mathbb{P}$ must satisfy $\mathcal{T}(\mathbb{P}) \leq \mathcal{T}(\mathbb{Q})\log (1/\pi_*)$ where $\pi_*$ is the minimum stationary probability. Looking at a specific adversarial strategy allows us to show that $\mathcal{T}(\mathbb{Q}) \geq r(\mathbb{P})$ where $r(\mathbb{P})$ is the relaxation time of $\mathbb{P}$. This gives an alternate proof of the reversible lifting result and helps identify cases where reversible liftings cannot improve the mixing time by more than a constant factor. |
| Idioma: | No aplica |
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