The Cutoff Phenomenon for Random Birth and Death Chains
Probability
2012-12-27 v1
Abstract
For any distribution with support equal to , we study the set of tridiagonal stochastic matrices satisfying for all . These matrices correspond to birth and death chains with stationary distribution . We study matrices drawn uniformly from , following the work of Diaconis and Wood on the case . We analyze a `block sampler' version of their algorithm for drawing from 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.
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}
}
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34 Pages