The mixing time of a convergent Markov chain measures the number of steps
required for the state distribution to be within a prescribed distance of the stationary
distribution. In this paper, we illustrate the strength of the probabilistic
technique called coupling and its extension, path coupling, to bound the mixing
time of Markov chains. The application studied is the rook’s walk on an
-chessboard,
for which the mixing time has recently been studied using the spectral
method. Our path-coupling result improves the previously obtained
spectral bounds and includes an asymptotically tight upper bound in
for
the two-dimensional case.
Keywords
Markov chains, mixing time, rook's walk, path coupling