Math 2.0

Probability theory and stochastic processes Markov processes Concept

Markov chain mixing time

Summary

The mixing time of a finite Markov chain is the number of steps it needs to come close to its stationary distribution. This must hold whatever the starting state. Closeness is measured in total variation distance, usually with threshold 1/41/4. Mixing times measure the cost of Markov chain Monte Carlo and of card shuffling. Their study is a large part of modern Markov chain theory.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Markov_chain_mixing_time
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