Optimal stopping time and halting set for total variation distance
Probability
2015-04-01 v1
Abstract
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling time. In this article, the maximal coupling time is compared to the hitting time of a specific state or set. Such sets, named halting sets, are studied in the case of symmetric birth-and-death chains and in some other examples. Some applications to the cutoff phenomenon are given. These results yield new methods to calculate cutoff times for some monotone birth-and death chains without the lazy hypothesis .
Keywords
Cite
@article{arxiv.1503.09165,
title = {Optimal stopping time and halting set for total variation distance},
author = {Agnes Coquio},
journal= {arXiv preprint arXiv:1503.09165},
year = {2015}
}