Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains |
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Authors: | M. Mihelich B. Dubrulle D. Paillard Q. Kral D. Faranda |
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Affiliation: | 1.Laboratoire SPHYNX, Service de Physique de l’Etat Condensé,DSM, CEA Saclay, CNRS UMR 3680,Gif-sur-Yvette,France;2.Laboratoire des Sciences du Climat et de l’Environnement,IPSL, CEA-CNRS-UVSQ, UMR 8212,Gif-sur-Yvette,France;3.Institute of Astronomy,University of Cambridge,Cambridge,UK;4.LESIA-Observatoire de Paris, UPMC University Paris 06, University Paris-Diderot,Meudon Cedex,France |
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Abstract: | We establish a link between the maximization of Kolmogorov Sinai entropy (KSE) and the minimization of the mixing time for general Markov chains. Since the maximisation of KSE is analytical and easier to compute in general than mixing time, this link provides a new faster method to approximate the minimum mixing time dynamics. It could be interesting in computer sciences and statistical physics, for computations that use random walks on graphs that can be represented as Markov chains. |
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