Cutoff for permuted Markov chains
Anna Ben-Hamou, Yuval Peres

TL;DR
This paper investigates the mixing time of a Markov chain combining random and deterministic steps, showing cutoff behavior for random permutations and improved bounds for deterministic ones.
Contribution
It establishes cutoff at a specific time for chains with random permutation steps and improves existing bounds for deterministic permutations.
Findings
Chains with random permutation steps exhibit cutoff at log(n)/h time.
High probability cutoff occurs under mild conditions on P.
Improved upper bounds for mixing time with deterministic permutations.
Abstract
Let be a bistochastic matrix of size , and let be a permutation matrix of size . In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by . In other words, the chain alternates between random steps governed by and deterministic steps governed by . We show that if the permutation is chosen uniformly at random, then under mild assumptions on , with high probability, the chain exhibits cutoff at time , where is the entropic rate of . Moreover, for deterministic permutations, we improve the upper bound on the mixing time obtained by Chatterjee and Diaconis (2020).
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Random Matrices and Applications · Bayesian Methods and Mixture Models
