Abstract

We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain MM on a state space ΩΩ with stationary distribution ππ and a monotone set A⊂ΩA \subset Ω. We consider the chain M′M' which is the same as the chain MM started at some x∈Ax \in A except that moves of MM of the form x→yx \to y where x∈Ax \in A and y∉Ay \notin A are {\em censored} and replaced by the move x→xx \to x. If MM is ergodic and AA is connected, the new chain converges to ππ conditional on AA. In this paper we are interested in the mixing time of the chain M′M' in terms of properties of MM and AA. Our results are based on new connections with the field of property testing. A number of open problems are presented.

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