Random walks on Dyck's paths
Markov chain mixing times · Historical workshop question
Editorial mapping of AIMPL source category: Probability. http://aimpl.org/markovmixing/ Not an author-supplied MSC code.
Problem statement
Consider the Markov chain on the set of Dyck's paths, which moves by choosing uniformly at random two coordinates and exchanging their value ( or ) provided the resulting path remains a Dyck's path. What is the mixing time?
Lean 4
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Background
Workshop introduction
In general, we will use the following notation in the problem list. We consider aperiodic irreducible Markov chains on a state space, with unique invariant (stationary) distribution . In the discrete time setting we allow the matrix with to denote the transition matrix of the Markov chain.
A chain is reversible if for all . is the edge measure on . We denote by the total variation mixing time defined as
and set , where the total variation distance
Progress & source assessment
Historical workshop record. Current open/solved status has not been independently reassessed.
Status note in the source
Cohen, Tetali, Yeliussizov (2015) showed a lower bound of and an upper bound of .
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