Cutoff for the noisy voter model
Abstract
Given a continuous time Markov Chain on a finite set , the associated noisy voter model is the continuous time Markov chain on , which evolves in the following way: (1) for each two sites and in , the state at site changes to the value of the state at site at rate ; (2) each site rerandomizes its state at rate 1. We show that if there is a uniform bound on the rates and the corresponding stationary distributions are almost uniform, then the mixing time has a sharp cutoff at time with a window of order 1. Lubetzky and Sly proved cutoff with a window of order 1 for the stochastic Ising model on toroids; we obtain the special case of their result for the cycle as a consequence of our result. Finally, we consider the model on a star and demonstrate the surprising phenomenon that the time it takes for the chain started at all ones to become close in total variation to the chain started at all zeros is of smaller order than the mixing time.
Keywords
Cite
@article{arxiv.1408.5122,
title = {Cutoff for the noisy voter model},
author = {J. Theodore Cox and Yuval Peres and Jeffrey E. Steif},
journal= {arXiv preprint arXiv:1408.5122},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.1214/15-AAP1108 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)