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arxiv: 1507.06085 · v1 · pith:BIMHW2POnew · submitted 2015-07-22 · 🧮 math.PR

Stable Adiabatic Times For A Continuous Evolution Of Markov Chains

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keywords epsilonevolutionmarkovmathbfcontinuousfunctionspacetime-inhomogeneous
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This paper continues the discussion on the stability of time-inhomogeneous Markov chains. In particular, this paper defines a time-inhomogeneous, discrete-time Markov chain governed by a continuous evolution in the appropriate martrix space. This matrix space, $\mathcal{P}_{n}^{ia}$, is the space of all stochastic matrices that are irreducible and aperiodic. For this new type of evolution there is a definition of a specific type of stability called the stable adiabatic time. This measure is bounded by a function of the optimal mixing time over the evolution. Namely, for a time-inhomogeneous, discrete-time Markov chain governed by a continuous evolution through a function $\mathbf{P}: [0,1] \rightarrow \mathcal{P}_{n}^{ia}$ and $0 < \epsilon < \frac{1}{2 \sqrt{n}}$ $$t_{sad}(\mathbf{P}, \epsilon) \leq \frac{3n^{3 \slash 2} L t_{mix}^{2}(\mathbf{P}_{\infty}, \epsilon)}{(1-2\sqrt{n} \epsilon) \epsilon}$$ \noindent where $L$ is a Lipschitz constant related to the function $\mathbf{P}$.

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