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[We introduce a general class of time inhomogeneous random walks on the N-hypercube. These random walks are reversible with an N-product Bernoulli stationary distribution and have a property of local change of coordinates in a transition. Several types of representations for the transition probabilities are found. The paper studies cut-off for the mixing time. We observe that for a sub-class of these processes with long range (i.e. non-local) there exists a critical value of the range that allows an almost-perfect mixing in at most two steps. That is, the total variation distance between the two steps transition and stationary distributions decreases to zero as the dimension of the hypercube N increases. Notice that a well-known result (Theorem 1 in [6]) shows that there does not exist a random walk on Abelian groups (such as the hypercube) which mixes perfectly in exactly two steps.]
Published: Nov 4, 2020
Keywords: Hypercube; Random walk; Markov chain; Mixing; 60J10
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