Applications of Duality - Lecture 3

Explore the applications of duality in Markov chains through this 55-minute lecture by Persi Diaconis from Stanford University. Discover how dual processes enable 'mechanical' constructions of Strong stationary times without requiring brilliance. Learn about the stochastic interpretation of Markov chain eigenvalues and understand how this approach led to solving the Peres conjecture for Birth and Death chains. Examine refinements of basic bounds through early stopping techniques. Gain insights into these concepts through illustrative examples presented throughout the lecture, part of the IMS Distinguished Visitor Lecture Series at the Institute for Mathematical Sciences.