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On some mixing times for nonreversible finite Markov chains
Part of
- Markov processes
- Stochastic processes
Lu-Jing Huang, Yong-Hua Mao
Journal:

Journal of Applied Probability / Volume 54 / Issue 2 / June 2017

Published online by Cambridge University Press:

22 June 2017, pp. 627-637

Print publication:

June 2017
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By adding a vorticity matrix to the reversible transition probability matrix, we show that the commute time and average hitting time are smaller than that of the original reversible one. In particular, we give an affirmative answer to a conjecture of Aldous and Fill (2002). Further quantitive properties are also studied for the nonreversible finite Markov chains.

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On some mixing times for nonreversible finite Markov chains