Malwina Luczak - Concentration of measure and mixing for Markov chains

dmtcs:3558 - Discrete Mathematics & Theoretical Computer Science, January 1, 2008, DMTCS Proceedings vol. AI, Fifth Colloquium on Mathematics and Computer Science - https://doi.org/10.46298/dmtcs.3558
Concentration of measure and mixing for Markov chainsArticle

Authors: Malwina Luczak 1

  • 1 Department of Mathematics London School of Economics

We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We illustrate our results with applications to some known chains from computer science and statistical mechanics.


Volume: DMTCS Proceedings vol. AI, Fifth Colloquium on Mathematics and Computer Science
Section: Proceedings
Published on: January 1, 2008
Imported on: May 10, 2017
Keywords: Markov chains,concentration of measure,rapid mixing,[INFO.INFO-DM] Computer Science [cs]/Discrete Mathematics [cs.DM],[MATH.MATH-DS] Mathematics [math]/Dynamical Systems [math.DS],[MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO]

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