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arxiv: 1210.5236 · v1 · pith:PQBPSBDLnew · submitted 2012-10-18 · 🧮 math.PR

Mixing times and moving targets

classification 🧮 math.PR
keywords timehittingmaximummovingtargetsequalmixingaldous
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We consider irreducible Markov chains on a finite state space. We show that the mixing time of any such chain is equivalent to the maximum, over initial states $x$ and moving large sets $(A_s)_s$, of the hitting time of $(A_s)_s$ starting from $x$. We prove that in the case of the $d$-dimensional torus the maximum hitting time of moving targets is equal to the maximum hitting time of stationary targets. Nevertheless, we construct a transitive graph where these two quantities are not equal, resolving an open question of Aldous and Fill on a "cat and mouse" game.

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