Abstract
We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain on a state space with stationary distribution and a monotone set . We consider the chain which is the same as the chain started at some except that moves of of the form where and are {\em censored} and replaced by the move . If is ergodic and is connected, the new chain converges to conditional on . In this paper we are interested in the mixing time of the chain in terms of properties of and . Our results are based on new connections with the field of property testing. A number of open problems are presented.
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