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arXiv · 1402.0353

Strong Stationary Duality for M\"obius monotone Markov chains: examples

Pawel Lorek·Ryszard Szekli
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Abstract

We construct strong stationary dual chains for Ising model on a circle, non-symmetric random walk on square lattice and a random walk on hypercube. The strong stationary dual chains are all sharp and have the same state space as original chains. We use M\"obius monotonicity of these chains with respect to natural orderings of the corresponding state spaces. This method provides an easy way to find eigenvalues in the Ising model and for a random walk on hypercube. Keywords: Markov chains; stochastic monotonicity; eigenvalues; M\"obius monotonicity; strong stationary duality; strong stationary times; separation distance; mixing time; Ising model; hypercube

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Pawel Lorek, Ryszard Szekli. 2014-02-03. Strong Stationary Duality for M\"obius monotone Markov chains: examples. https://arxiv.org/abs/1402.0353

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