Eigenvalue Bounds on Convergence to Stationarity for Nonreversible Markov Chains, with an Application to the Exclusion Process

We extend recently developed eigenvalue bounds on mixing rates for reversible Markov chains to nonreversible chains. We then apply our results to show that the d-particle simple exclusion process corresponding to clockwise walk on the discrete circle Zₚ is rapidly mixing when d grows with p. The dense case d = p/2 arises in a Poisson blockers problem in statistical mechanics.