Mixing times of Markov chains (M2 - 2024)

Course description

How many times must one shuffle a deck of 52 cards? This course is a self-contained introduction to the modern theory of mixing times of Markov chains. It consists of a guided tour through the various methods for estimating mixing times, including couplings, spectral analysis, discrete geometry, and functional inequalities. Each of those tools is illustrated on a variety of examples from different contexts: interacting particle systems, card shufflings, random walks on groups, graphs and networks, etc. Finally, a particular attention is devoted to the celebrated cutoff phenomenon, a remarkable but still mysterious phase transition in the convergence to equilibrium of certain Markov chains.

Practical information



Some research papers