Some basics of Markov chain mixing times

Series
Lorentzian Polynomials Seminar
Time
Tuesday, October 22, 2019 - 2:50pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Prasad Tetali – Georgia Tech
Organizer
Trevor Gunn

This is quick tutorial on bounding the mixing time of a finite Markov chain in terms of functional inequalities defining the spectral gap and the entropy constant of a Markov chain. The lecture will include some examples, including bounding the mixing time of the random transposition shuffle and (time permitting) that of the basis-exchange walk on a balanced matroid.

This is intended as a review lecture before Nima Anari’s lectures (during Nov. 4-6) on applications of Lorentzian polynomials, including recent breakthrough analyses of the basis-exchange walk on an arbitrary matroid.