# Using autocorrelation to measure a Markov chain's mixing time

This paper has a footnote that says

The sum of the auto-correlation coefficients from $-\infty$ to $\infty$ is an estimate of the mixing time.

What is the rationale for this? The author calls this the "effective correlation length" in another paper, but I haven't gotten much success in finding an explanation for this.

If the Markov chain $(X_n)$ is aperiodic, irreducible, and reversible with invariant distribution $\pi$, the CLT applies when $$0 < \gamma_g^2 =\mathbb{E}_{\pi}[{\overline g}^2(X_0)] + 2 \; \sum_{k=1}^{\infty} \; \mathbb{E}_{\pi}[{\overline g}(X_0) {\overline g}(X_k)] < +\infty.$$ with $${1\over \sqrt{N}}\; \sum_{n=1}^N\; \{g(X_n)-\mathbb{E}_{\pi}[g(X)]\} = {1\over \sqrt{N}}\; \sum_{n=1}^N\; {\overline g}(X_k) \buildrel \cal L\over \leadsto {\cal N}(0,\gamma^2_g) \;.$$
• I'm afraid I'm not able to find the above in the linked Kipnis' paper. Is it somewhere around Corollary 1.5? Also, I understand that the autocorrelation sum appears in the expression $\mathbb{E}_{\pi}[{\overline g}^2(X_0)] + 2 \; \sum_{k=1}^{\infty} \; \mathbb{E}_{\pi}[{\overline g}(X_0) {\overline g}(X_k)]$, which is the variance for the limit of ${1\over \sqrt{N}}\; \sum_{n=1}^N\; {\overline g}(X_k)$, but how does this relate to the mixing time?