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I asked this question on Math.StackExchange some time ago and got no responses.

Let $G=(V,E)$ be a finite graph with adjacency matrix $A$. Let us consider the associated subshift of finite type $$ \Sigma_A=\{(v_i)_{i\in\mathbb{Z}} : A_{v_iv_{i+1}}>0, i\in\mathbb{Z}\}\subset V^{\mathbb{Z}}. $$ For a stochastic matrix $P$ agreed with $A$ (that is $p_{ij}>0$ iff $a_{ij}>0$), there is a shift-invariant probability measure $\mu$ on $\Sigma_A$. Is is well-known that the dynamical system $(\Sigma_A,\sigma,\mu)$ is strongly mixing, i.e., for all measurable $B,C\subset\Sigma_A$, $$ \mu(\sigma^nB\cap C)\rightarrow\mu(B)\mu(C), \ n\rightarrow\infty, $$ if and only if the graph $G$ is strongly connected and aperiodic.

I am wondering if it is possible to estimate the speed of convergence. The standard proof given in textbooks uses iterations of $P$ to prove mixing for cylindrical sets. Hence one can estimate the speed of convergence for cylindrical sets in terms of the eigenvalues of $P$. Does it hold for any measurable sets? Is it always exponential, where the exponent comes from the eigenvalues of $P$?

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    $\begingroup$ No - you get exponential convergence only for nice sets (or more generally for functions). You can build measurable sets for which the convergence is as slow as you want by cobbling together countable unions of very long cylinder sets. As an indication of the proof technique, consider iid sequences of 0's and 1's. Write down a huge word $W$. And choose an $N$ such that the probability that $W$ occurs within the first $N$ symbols is $\frac 12$. Let $A$ be the event that $W$ occurs within the first $N$ symbols. Then $A$ is highly correlated with itself for the first $N/2$ steps. $\endgroup$ Commented Aug 11, 2021 at 17:26
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    $\begingroup$ As Anthony alluded to, you can get exponential mixing outside the realm of cylinder sets by passing to functions. For instance, if $\mu$ is a mixing Markov chain, then $\mu$ has exponential decay of correlations for Holder functions, i.e. there exists $t < 1$ so that for any $f,g$ Holder, there exists $C(f,g)$ so that for all $n$, $\Big |\int f \sigma^n g \ d\mu - \int f \ d\mu \int g \ d\mu \Big| < C(f,g) t^n$. And the $t$ should indeed come from the Perron eigenvalue of the transition matrix $P$ for $\mu$. $\endgroup$ Commented Aug 11, 2021 at 18:08
  • $\begingroup$ @RonniePavlov: could you recommend a book where I can find a proof of this statement? $\endgroup$
    – QMath
    Commented Aug 14, 2021 at 14:26

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I don't think that it's ever possible to mandate any rate of mixing if you are looking at all measurable sets. Here's a silly example using the full $2$-shift $\{0,1\}^{\mathbb{Z}}$ and the i.i.d. measure $\mu$ with $\mu([0]) = \mu([1]) = 1/2$ (in some sense the "most mixing" SFT and measure).

Define $B$ to be $[0]$, the set of sequences with $x(1) = 0$, i.e. with $0$ in the first coordinate. Clearly $\mu(B) = 0.5$.

Define $C$ to be the set of sequences $x$ satisfying all of the following conditions: $x(1)$ is not $0$, $x(2)$ and $x(3)$ are not both $0$, $x(4), x(5), x(6)$ are not all $0$, $x(7), x(8), x(9), x(10)$ are not all $0$, etc. Then $\mu(C) = \prod_{n=1}^{\infty} (1 - 2^{-n}) > 0$.

But for any $k$, $\mu(\sigma^k B \ | \ C)$ is slightly less than $\mu(B) = 0.5$, in fact it's $0.5 - \frac{1}{2^{n+1} - 2}$, where $n$ is the length of the "condition" that $x(k)$ is part of. (For instance, when $k = 8$, $n = 4$, since $x(8)$ is part of the condition "$x(7), x(8), x(9), x(10)$ are not all $0$."

This already has subexponential mixing rate, but you can make the rate as slow as desired by just spacing your conditions out. For instance, you could wait until $x(n!!)$ to start the $n$th condition, and then $\mu(\sigma^{n!!} B \ | \ C)$ is still roughly $2^{-n}$ away from $\mu(B) = 0.5$.

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