Conductance (probability)

Conductance (probability)

For an ergodic reversible Markov chain with an underlying graph "G", the conductance is a way to measure how hard it is to leave a small set of nodes. Formally, the conductance of a graph is defined as the minimum over all sets S of the capacity of S divided by the ergodic flow out of S. Alistair Sinclair showed that conductance is closely tied to mixing time in ergodic reversible Markov chains. We can also view conductance in a more probabilistic way, as the minimal probability of leaving a small set of nodes given that we started in that set to begin with. Writing Phi_S for the conditional probability of leaving a set of nodes S given that we were in that set to begin with, the conductance is the minimal Phi_S over sets S that have a total stationary probability of at most 1/2.

Conductance is related to Markov chain mixing time in the reversible setting.

ee also

* Percolation

References

* A. Sinclair. Algorithms for Random Generation and Counting: A Markov Chain Approach. Birkhauser, Boston-Basel-Berlin, 1993.


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