Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains - Archive ouverte HAL Access content directly
Journal Articles Journal of Statistical Physics Year : 2018

Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains

(1) , (1) , (2, 3) , (4, 5) , (2, 6)
1
2
3
4
5
6

Abstract

We establish a link between the maximization of Kolmogorov Sinai entropy (KSE) and the minimization of the mixing time for general Markov chains. Since the maximisation of KSE is analytical and easier to compute in general than mixing time, this link provides a new faster method to approximate the minimum mixing time dynamics. It could be interesting in computer sciences and statistical physics, for computations that use random walks on graphs that can be represented as Markov chains.
Fichier principal
Vignette du fichier
1706.00930.pdf (602.56 Ko) Télécharger le fichier
Origin : Publisher files allowed on an open archive
Loading...

Dates and versions

cea-01687782 , version 1 (18-01-2018)

Identifiers

Cite

Martin Mihelich, Bérengère Dubrulle, Didier Paillard, Quentin Kral, Davide Faranda. Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains. Journal of Statistical Physics, 2018, 170, pp.62 - 68. ⟨10.1007/s10955-017-1874-z⟩. ⟨cea-01687782⟩
365 View
476 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More