Mixing times for uniformly ergodic Markov chains

AbstractConsider the class of discrete time, general state space Markov chains which satisfy a “uniform ergodicity under sampling” condition. There are many ways to quantify the notion of “mixing time”, i.e., time to approach stationarity from a worst initial state. We prove results asserting equivalence (up to universal constants) of different quantifications of mixing time. This work combines three areas of Markov theory which are rarely connected: the potential-theoretical characterization of optimal stopping times, the theory of stability and convergence to stationarity for general-state chains, and the theory surrounding mixing times for finite-state chains