English

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}
}
R2 v1 2026-06-22T09:07:15.397Z