I have incorporated your comment and got the following out put and error

```
Chain 1: Rejecting initial value:
Chain 1: Error evaluating the log probability at the initial value.
Chain 1: Exception: log_mix: lambda1 is nan, but must not be nan! (in 'model1c386ed860c_f073e219c071f3ff312e50cabd855967' at line 73)
Chain 1: Rejecting initial value:
Chain 1: Log probability evaluates to log(0), i.e. negative infinity.
Chain 1: Stan can't start sampling from this initial value.
Chain 1:
Chain 1: Gradient evaluation took 6.693 seconds
Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 66930 seconds.
Chain 1: Adjust your expectations accordingly!
Chain 1:
Chain 1:
Chain 1: Iteration: 1 / 3000 [ 0%] (Warmup)
```

It has started to warm-up, but the time that estimated is 66930 seconds. I think it is too slow to finish (FYI: I am using big data).

I have also checked with small data set. The time was small and the first chain run correctly and failed in the second chain. Please look the following output.

```
Chain 1: Rejecting initial value:
Chain 1: Error evaluating the log probability at the initial value.
Chain 1: Exception: log_mix: lambda1 is nan, but must not be nan! (in 'model28c8358113f2_f073e219c071f3ff312e50cabd855967' at line 73)
Chain 1: Rejecting initial value:
Chain 1: Log probability evaluates to log(0), i.e. negative infinity.
Chain 1: Stan can't start sampling from this initial value.
Chain 1: Rejecting initial value:
Chain 1: Gradient evaluated at the initial value is not finite.
Chain 1: Stan can't start sampling from this initial value.
Chain 1: Rejecting initial value:
Chain 1: Log probability evaluates to log(0), i.e. negative infinity.
Chain 1: Stan can't start sampling from this initial value.
Chain 1:
Chain 1: Gradient evaluation took 0.004 seconds
Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 40 seconds.
Chain 1: Adjust your expectations accordingly!
Chain 1:
Chain 1:
Chain 1: Iteration: 1 / 1500 [ 0%] (Warmup)
Chain 1: Iteration: 150 / 1500 [ 10%] (Warmup)
Chain 1: Iteration: 300 / 1500 [ 20%] (Warmup)
Chain 1: Iteration: 450 / 1500 [ 30%] (Warmup)
Chain 1: Iteration: 501 / 1500 [ 33%] (Sampling)
Chain 1: Iteration: 650 / 1500 [ 43%] (Sampling)
Chain 1: Iteration: 800 / 1500 [ 53%] (Sampling)
Chain 1: Iteration: 950 / 1500 [ 63%] (Sampling)
Chain 1: Iteration: 1100 / 1500 [ 73%] (Sampling)
Chain 1: Iteration: 1250 / 1500 [ 83%] (Sampling)
Chain 1: Iteration: 1400 / 1500 [ 93%] (Sampling)
Chain 1: Iteration: 1500 / 1500 [100%] (Sampling)
Chain 1:
Chain 1: Elapsed Time: 1699 seconds (Warm-up)
Chain 1: 4111.72 seconds (Sampling)
Chain 1: 5810.71 seconds (Total)
Chain 1:
SAMPLING FOR MODEL 'f073e219c071f3ff312e50cabd855967' NOW (CHAIN 2).
Chain 2: Rejecting initial value:
Chain 2: Log probability evaluates to log(0), i.e. negative infinity.
Chain 2: Stan can't start sampling from this initial value.
Chain 2: Rejecting initial value:
Chain 2: Error evaluating the log probability at the initial value.
Chain 2: Exception: log_mix: lambda1 is nan, but must not be nan! (in 'model28c8358113f2_f073e219c071f3ff312e50cabd855967' at line 73)
```