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Ilan Ben-Bassat Omri Weinstein

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1 Ilan Ben-Bassat Omri Weinstein
Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009 Ilan Ben-Bassat Omri Weinstein

2 Outline Why spectral gap? Undirected Regular Graphs.
Directed Reversible Graphs. Example (Unit hypercube). Conductance. Reversible Chains.

3 P- Transition matrix (ergodic) of an
undirected regular graph. P is real, stochastic and symmetric, thus: All eigenvalues are real. P has n real (orthogonal) eigenvectors.

4 P’s eigenvalues satisfy:
Why do we have an eigenvalue 1? Why do all eigenvalues satisfy ? Why are there no more 1’s? Why are there no (-1)’s?

5 Laplacian Matrix L = I – P
So, L is symmetric and positive semi definite. L has eigenvalue 0 with eigenvector 1v. Claim: The multiplicity of 0 is 1.

6 So?...

7 Intuition How could eigenvalues and mixing time be connected?

8 Larger Spectral Gap = Rapid Mixing
Spectral Gap and Mixing Time The spectral gap determines the mixing rate: Larger Spectral Gap = Rapid Mixing

9 As for P’s spectral decomposition, P has an orthonormal basis of eigenvectors. We can bound by . So, the mixing time is bounded by:

10 Assume directed reversible graph (or general undirected graph)
Assume directed reversible graph (or general undirected graph). We have no direct spectral analysis. But P is similar to a symmetric matrix!

11 Proof Let be a matrix with diagonal entries .
Claim: is a symmetric matrix. From reversibility:

12 S and P have the same eigenvalues.
What about eigenvectors?

13 Still: Why do all eigenvalues satisfy ? (same) Why do we have an eigenvalue 1? (same) Why is it unique? same for (-1). As for 1: Omri will prove:

14 According to spectral decomposition of
symmetric matrices: Note:

15 Main Lemma: For every , we define: So, for every we get:

16 So, we can get

17 Now, we can bound the mixing time:

18 Summary We have bounded the mixing time for
irreducible, a-periodic reversible graphs. Note: Reducible graphs have no unique eigenvalue. Periodic graphs – the same (bipartite graph).

19 Graph Product Let The product Is defined by and 1 (0,0) (0,1) (1,1)

20 Entry (i,j) 

21 So, only the permutations that were counted for the determinant of AG1, will be counted here.
We instead of we get So,

22 The eigenvectors of Qn are
We now re-compute every eigenvalue by: Adding n (self loops) Dividing by 2n (to get a transition matrix). Now we get And the mixing time satisfies:


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