English

The Cutoff Phenomenon for Random Birth and Death Chains

Probability 2012-12-27 v1

Abstract

For any distribution π\pi with support equal to [n]={1,2,...,n}[n] = \{1, 2,..., n \}, we study the set Aπ\mathcal{A}_{\pi} of tridiagonal stochastic matrices KK satisfying π(i)K[i,j]=π(j)K[j,i]\pi(i) K[i,j] = \pi(j) K[j,i] for all i,j[n]i, j \in [n]. These matrices correspond to birth and death chains with stationary distribution π\pi. We study matrices KK drawn uniformly from Aπ\mathcal{A}_{\pi}, following the work of Diaconis and Wood on the case π(i)=1n\pi(i) = \frac{1}{n}. We analyze a `block sampler' version of their algorithm for drawing from Aπ\mathcal{A}_{\pi} at random, and use results from this analysis to draw conclusions about typical matrices. The main result is a soft argument comparing cutoff for sequences of random birth and death chains to cutoff for a special family of birth and death chains with the same stationary distributions.

Keywords

Cite

@article{arxiv.1212.5614,
  title  = {The Cutoff Phenomenon for Random Birth and Death Chains},
  author = {Aaron Smith},
  journal= {arXiv preprint arXiv:1212.5614},
  year   = {2012}
}

Comments

34 Pages

R2 v1 2026-06-21T22:59:10.977Z