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SUMMARY:Introduction to mixing times - James Ayre (University of Oxford)
DTSTART;VALUE=DATE-TIME:20190214T120000Z
DTEND;VALUE=DATE-TIME:20190214T130000Z
UID:https://talks.ox.ac.uk/talks/id/b4590d2e-61ee-4d12-81ea-5337de796394/
DESCRIPTION:The mixing time of a Markov chain is a parameter that describe
s the time required for the distance to stationarity to be small. The idea
of the talk will be to introduce the concept of a mixing time and give bo
unds for some examples that are indicative of some standard techniques. In
particular we will show that the spectral gap characterises the mixing ti
me for irreducible and reversible continuous time Markov processes with fi
nite state spaces. Some relevant references are:\nMarkov Chains and Mixing
Times by Levin\, Peres and Wilmer\,\nLectures on Finite Markov Chains by
Saloff-Coste.\nSpeakers:\nJames Ayre (University of Oxford)
LOCATION:24-29 St Giles' (Small Lecture Theatre\, Department of Statistics
)\, 24-29 St Giles' OX1 3LB
URL:https://talks.ox.ac.uk/talks/id/b4590d2e-61ee-4d12-81ea-5337de796394/
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DESCRIPTION:Talk:Introduction to mixing times - James Ayre (University of
Oxford)
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