Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow

Abstract

The paper is concerned with tools for the quantitative analysis of finite Markov chains whose states are combinatorial structures. Chains of this kind have algorithmic applications in many areas, including random sampling, approximate counting, statistical physics and combinatorial optimisation. The efficiency of the resulting algorithms depends crucially on the mixing rate of the chain,i.e., the time taken for it to reach its stationary or equilibrium distribution. The paper presents a new upper bound on the mixing rate, based on the solution to a multicommodity flow problem in the Markov chain viewed as a graph. The bound gives sharper estimates for the mixing rate of several important complex Markov chains. As a result, improved bounds are obtained for the runtimes of randomised approximation algorithms for various problems, including computing the permanent of a 0–1 matrix, counting matchings in graphs, and computing the partition function of a ferromagnetic Ising system. Moreover, solutions to the multicommodity flow problem are shown to capture the mixing rate quite closely: thus, under fairly general conditions, a Markov chain is rapidly mixing if and only if it supports a flow of low cost.