Mixing times

Markov chain mixing time

Mixing time is a concept in probability theory that refers to the time it takes for a Markov chain to reach its steady state distribution. It is used to measure how long it takes for a system to reach equilibrium, such as the number of riffle shuffles needed to mix a deck of cards. Mixing times can be calculated using tools such as conductance and coupling, and can grow at most polynomially fast in log(number of states).

1 courses cover this concept

CS 265 / CME 309 Randomized Algorithms and Probabilistic Analysis

Stanford University

Fall 2022

This course dives into the use of randomness in algorithms and data structures, emphasizing the theoretical foundations of probabilistic analysis. Topics range from tail bounds, Markov chains, to randomized algorithms. The concepts are applied to machine learning, networking, and systems. Prerequisites indicate intermediate-level understanding required.

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