A semidefinite bound for mixing rates of Markov chains
Nabil Kahale1 
| (1) |
AT&T Bell Laboratories, 07974 Murray Hill, NJ |
Abstract
We study the method of bounding the spectral gap of a reversible Markov chain by establishing canonical paths between the states. We provide natural examples where improved bounds can be obtained by allowing variable length functions on the edges. We give a simple heuristic for computing good length functions. Further generalization using multicommodity flow yields a bound which is an invariant of the Markov chain, and which can be computed at an arbitrary precision in polynomial time via semidefinite programming. We show that, for any reversible Markov chain on n states, this bound is off by a factor of order at most log2
n, and that this can be tight.
Based on DIMACS Tech Eeport 95-41, September 95. This work was partly done while the author was at the Massachusetts Institute of Technology, at the Institute for Mathematics and its Applications, at DIMACS and at XEROX Palo Alto Research Center.
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