Estimating the Mixing Time of Ergodic Markov Chains

1 Feb 2019Geoffrey WolferAryeh Kontorovich

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general case as an open problem... (read more)

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