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Ilan Ben-Bassat Omri Weinstein
Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009 Ilan Ben-Bassat Omri Weinstein
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Outline Why spectral gap? Undirected Regular Graphs.
Directed Reversible Graphs. Example (Unit hypercube). Conductance. Reversible Chains.
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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.
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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?
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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.
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So?...
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Intuition How could eigenvalues and mixing time be connected?
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Larger Spectral Gap = Rapid Mixing
Spectral Gap and Mixing Time The spectral gap determines the mixing rate: Larger Spectral Gap = Rapid Mixing
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As for P’s spectral decomposition, P has an orthonormal basis of eigenvectors. We can bound by . So, the mixing time is bounded by:
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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!
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Proof Let be a matrix with diagonal entries .
Claim: is a symmetric matrix. From reversibility:
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S and P have the same eigenvalues.
What about eigenvectors?
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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:
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According to spectral decomposition of
symmetric matrices: Note:
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Main Lemma: For every , we define: So, for every we get:
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So, we can get
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Now, we can bound the mixing time:
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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).
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Graph Product Let The product Is defined by and 1 (0,0) (0,1) (1,1)
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Entry (i,j)
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So, only the permutations that were counted for the determinant of AG1, will be counted here.
We instead of we get So,
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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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