In the Fastest Mixing Markov Chain problem, we are given a graph $G = (V, E)$ and desire the discrete-time Markov chain with smallest mixing time $\tau$ subject to having equilibrium distribution uniform on $V$ and non-zero transition probabilities only across edges of the graph. It is well-known that the mixing time $\tau_\textsf{RW}$ of the lazy random walk on $G$ is characterised by the edge conductance $\Phi$ of $G$ via Cheeger's inequality: $\Phi^{-1} \lesssim \tau_\textsf{RW} \lesssim \Phi^{-2} \log |V|$. Analogously, we characterise the fastest mixing time $\tau^\star$ via a Cheeger-type inequality but for a different geometric quantity, namely the vertex conductance $\Psi$ of $G$: $\Psi^{-1} \lesssim \tau^\star \lesssim \Psi^{-2} (\log |V|)^2$. This characterisation forbids fast mixing for graphs with small vertex conductance. To bypass this fundamental barrier, we consider Markov chains on $G$ with equilibrium distribution which need not be uniform, but rather only $\varepsilon$-close to uniform in total variation. We show that it is always possible to construct such a chain with mixing time $\tau \lesssim \varepsilon^{-1} (\operatorname{diam} G)^2 \log |V|$. Finally, we discuss analogous questions for continuous-time and time-inhomogeneous chains.
翻译:在快速混合 Markov 链条问题中, 我们得到一张美元= (V, E) 的图形, 并且希望离散时间 Markov 链, 最小的混合时间 $\ tau$ $ $\ tau$, 要在图表的边缘有均衡分布的校正 美元和非零过渡概率 。 众所周知, 以 $ 为单位的懒惰随机行走的混合时间 $\ tau $ = Phi$ = ( V, E) 以 Cheeger 的不平等度来表示 : $\ Pi = 1} = = = smelsim $\ tau levelts f{RW} = smelsim $\ phi = 2}\ log = = $ = oquroqual = g_ legalation $ g_ lax lax lax lax lax lax lix lix modal disal lax lax distialational 。 我们 = = = = = lix lix = nu limox = mox = = lixxxxxxxxxxxxxxxxxxxxxl====xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx