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Markov chain comparison

Markov chain comparison

This is an expository paper, focussing on the following scenario. We have two Markov chains, $\mathcal{M}$ and $\mathcal{M'}$. By some means, we have obtained a bound on the mixing time of $\mathcal{M'}$. We wish to compare $\mathcal{M}$ with $\mathcal{M'}$ in order to derive a corresponding bound on the mixing time …