Questions tagged [mixing]
The mixing tag has no usage guidance.
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Reference for the asymptotic mixing time of the random walk on the cycle
In Diaconis's book Group Representations in Probability and Statistics, Chapter 3C, there are explicit computations for the mixing time of the random walk on the cycle graph $\mathbb{Z}_{p}$, with $p$ ...
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Equivalence of the definitions of exactness and mixing
Let $f:X \to X$ be a continuous map, where $X$ is a compact metric space. We say that $f$ is (locally) expanding if there are constants $\lambda >1$ and $\delta_0 > 0$ such that, for all $x, y\...
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Bounding difference of characteristic functions with mixing coefficients
Setting
Let $X = \{ X(t), t \in \mathbb{R} \}$ be a stationary, $\alpha$-mixing stochastic process and define
$$
\begin{align}
I_{n, l} &= \{ (l - 1)b_{n} + 1 + r_{n}, \ldots, lb_{n} \}, \quad l = ...
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Equivalent definitions of topological weak mixing
A dynamical system $f:X\to X$ is said to be topologically transitive if for any two nonempty open sets $U,V$ there exists $n \in \mathbb{Z}$ such that $f^{\circ n}(U) \cap V \neq \emptyset$. The ...
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Constructing weakly-dependent process with certain decay rate of dependency coefficients
Let $(X_{t})_{t \in \mathbb{N}}$ be a real-valued stationary stochastic process over probability $(\Omega,\mathcal{F},\mathbb{P})$, such that for $p\geq 2$, $X_{t} \in L_{p}(\mathbb{P})$ and it holds:
...
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Uniform upper bound on contraction coefficient w.r.t total-variation metric, of a certain set of block-diagonal Markov kernels
Disclaimer. This is related to another question I've asked on the TCS site https://cstheory.stackexchange.com/q/46097/44644. I'm new to information theory (and other relevant fields). It's even ...
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Existence of topologically mixing (discrete) dynamical system on manifold
If $M$ is a connected $(d\geq 2)$-dimensional smooth closed manifold, then does there exist a class $C^1$-diffeomorphism $\phi$ from $M$ onto itself, such that $(M,\phi)$ is a topologically mixing (...
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Mixing time of random walks on graphs
Suppose that we start a lazy random walk on a connected graph. However, the starting node is picked from a distribution of $\mu$ and
$||\mu-\pi||_{TV}<1/8$, where $\pi$ is the stationary ...
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Must this upper bound on mixing time depend on the minimum stationary probability?
It is known fact that for a finite-state, reversible and ergodic Markov chain with transition matrix $M$, the following control on the mixing time holds
$$\left( \frac{1}{\gamma_\star - 1}\right)\ln{...
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Comparing mixing time of lazy and non-lazy Markov chains
Suppose we have a probability distribution $\pi : X \rightarrow [0,1]$ where $X$ is finite and let $Q : X \times X \rightarrow [0,1]$ be a Markov kernel that is reversible with respect to $\pi$. That ...
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definition of mixing component
definition of ergodic component: consider stationary dynamical system $(X, \mathcal{B}, \mu, T)$, each ergodic component is $m(\cdot)=\mathbb{E}_{\mu}^{\mathcal{I}}\mathbf{1}_{(\cdot)}$, $\mathcal{I} $...
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Renyi's theorem on mixing
I have been trying to understand the proof of Renyi's characterization of (strongly) mixing transformations:
A measure preserving transformation $T \text{ is strongly mixing iff for every measurable }...
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Probability of getting through with a phone-call
Alice is quite popular. She gets called on her cell-phone in a Poisson$(\lambda)$ manner. She answers her calls when possible, and ignores them when in the middle of conversation. Since you know her ...
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On a finitary version of mixing
Let $(X_1,X_2,\ldots)$ be a stationary, mixing sequence of real random variables. Then it holds (for example) for any event $A$ that is measurable in $\sigma(X_1,X_2,\ldots)$ and any $S \subseteq \...
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Can an amenable group have a weak mixing unitary representation without almost invariant vectors?
Does there exist a finitely generated discrete amenable group $G$ that acts on a separable Hilbert space $\mathcal{H}$ by unitary transformations, and where (1) $\mathcal{H}$ has no finite dimensional ...
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mixing time of random walks on dense Erdos Renyi graphs
Is there anything known about the mixing time of a simple random walk on an Erdos-Renyi graph with parameter $\langle n,d \rangle$ where $d=n^a (0<a<1 )$. I know about Reed et al and Benjamini ...
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Mixing time of lazy random walk on the directed cycle $C_n$
Briefly: A hint (if this is easy), reference or derivation would be of great help.
The question
Let $C_n$ be the directed cycle with loops in each of its $n$ vertices, and consider the random walk ...
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positive Harris recurrent, aperiodic, stationary Markov chain
How to proof that every positive Harris recurrent, aperiodic, stationary Markov chain is alpha-mixing (strong-mixing)?
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Ergodic and mixing processes [closed]
I am working with an article, where it says:
"that the discrete time stationary sequence $\{Y_j\}_{j\in Z}$ is
mixing and hence ergodic."
where $Y_t$ is defined as
$Y_t = \int_{-\infty}^{t} h_k(...
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Who introduced the concept of topological mixing?
I am writing an introduction and I want to know who introduced the concept of topological mixing?
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Mixing time of a continuous time Markov chain with arbitrary rate matrix
I would like to calculate the mixing time of a continuous time starting from the rate matrix and not necessarily assuming that the time in between jumps have rate 1 - all I have is the (finite ...
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Mixing time for dimers on the square-octagon graph
Consider the "fortress graph" of order $n$ (see Figure 9 of http://faculty.uml.edu/jpropp/tiling/www/mdblum/arctic.html). It's been known empirically for twenty years that if one turns the set of ...
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What good is (strong) mixing in dynamical systems?
For measure-preserving dynamical systems, there exist several notions of mixing. The most basic ones are strong mixing, weak mixing and ergodicity (see the wikipedia page, for instance), asserting ...
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Mixing property of first return map
Let $(X,\mathcal{X},\mu)$ be a probability measure system, $T:X\to X$ be a $\mu$-preserving isomorphism on $X$. Let $A\in \mathcal{X}$ such that $\mu(\bigcup_{n\ge 0}T^nA)=1$, and $\mu_A$ be the ...
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