{ "id": "1609.07557", "version": "v1", "published": "2016-09-24T02:50:03.000Z", "updated": "2016-09-24T02:50:03.000Z", "title": "A characterization of $L_{2}$ mixing and hypercontractivity via hitting times and maximal inequalities", "authors": [ "Jonathan Hermon", "Yuval Peres" ], "comment": "21 pages", "categories": [ "math.PR" ], "abstract": "There are several works characterizing the total-variation mixing time of a reversible Markov chain in term of natural probabilistic concepts such as stopping times and hitting times. In contrast, there is no known analog for the $L_{2}$ mixing time, $\\tau_{2}$ (while there are sophisticated analytic tools to bound $ \\tau_2$, in general they do not determine $\\tau_2$ up to a constant factor and they lack a probabilistic interpretation). In this work we show that $\\tau_2$ can be characterized up to a constant factor using hitting times distributions. We also derive a new extremal characterization of the Log-Sobolev constant, $c_{\\mathrm{LS}}$, as a weighted version of the spectral gap. This characterization yields a probabilistic interpretation of $c_{\\mathrm{LS}}$ in terms of a hitting time version of hypercontractivity. As applications of our results, we show that (1) for every reversible Markov chain, $\\tau_2$ is robust under addition of self-loops with bounded weights, and (2) for weighted nearest neighbor random walks on trees, $\\tau_2 $ is robust under bounded perturbations of the edge weights.", "revisions": [ { "version": "v1", "updated": "2016-09-24T02:50:03.000Z" } ], "analyses": { "subjects": [ "60J27", "60J10", "05C81" ], "keywords": [ "hitting time", "maximal inequalities", "characterization", "reversible markov chain", "hypercontractivity" ], "note": { "typesetting": "TeX", "pages": 21, "language": "en", "license": "arXiv", "status": "editable" } } }